Goldman Sachs Put 220 UHR 20.12.2024
/ DE000GQ99341
Goldman Sachs Put 220 UHR 20.12.2.../ DE000GQ99341 /
| 24/06/2024 10:20:36 |
Chg.-0.23 |
Bid20:20:37 |
Ask20:20:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.49EUR |
-6.18% |
3.29
Bid Size: 5,000 |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
GQ9934 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
3.47 |
| Time value: |
0.27 |
| Break-even: |
192.68 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.11 |
| Spread %: |
3.03% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-3.74 |
| Rho: |
-0.87 |
Quote data
| Open: |
3.49 |
| High: |
3.49 |
| Low: |
3.49 |
| Previous Close: |
3.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.18% |
| 1 Month |
|
|
+5.76% |
| 3 Months |
|
|
+11.86% |
| YTD |
|
|
+66.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.02 |
3.43 |
| 1M High / 1M Low: |
4.02 |
3.06 |
| 6M High / 6M Low: |
4.16 |
2.09 |
| High (YTD): |
19/04/2024 |
4.16 |
| Low (YTD): |
02/01/2024 |
2.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.30% |
| Volatility 6M: |
|
105.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
