Goldman Sachs Put 220 UHR 21.06.2024
/ DE000GQ79681
Goldman Sachs Put 220 UHR 21.06.2.../ DE000GQ79681 /
| 2024-06-03 10:28:00 AM |
Chg.-0.50 |
Bid12:02:05 PM |
Ask12:02:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
-16.29% |
2.58
Bid Size: 20,000 |
2.61
Ask Size: 20,000 |
SWATCH GROUP I |
220.00 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
GQ7968 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.26 |
| Parity: |
2.88 |
| Time value: |
0.27 |
| Break-even: |
193.24 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
3.28% |
| Delta: |
-0.80 |
| Theta: |
-0.21 |
| Omega: |
-4.96 |
| Rho: |
-0.09 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.21% |
| 1 Month |
|
|
-10.76% |
| 3 Months |
|
|
+24.15% |
| YTD |
|
|
+84.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.69 |
| 1M High / 1M Low: |
3.13 |
2.15 |
| 6M High / 6M Low: |
3.66 |
1.20 |
| High (YTD): |
2024-04-19 |
3.66 |
| Low (YTD): |
2024-01-02 |
1.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.21% |
| Volatility 6M: |
|
152.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
