Goldman Sachs Put 220 TRV 19.07.2024
/ DE000GG7TMS7
Goldman Sachs Put 220 TRV 19.07.2.../ DE000GG7TMS7 /
| 2024-06-19 9:29:57 AM |
Chg.+0.06 |
Bid5:51:31 PM |
Ask5:51:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+4.96% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
220.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
GG7TMS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
1.07 |
| Time value: |
0.20 |
| Break-even: |
192.17 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
8.55% |
| Delta: |
-0.72 |
| Theta: |
-0.07 |
| Omega: |
-11.02 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.41% |
| 1 Month |
|
|
+101.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.11 |
| 1M High / 1M Low: |
1.44 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
