Goldman Sachs Put 24 DTE 20.09.2024
/ DE000GG0SH00
Goldman Sachs Put 24 DTE 20.09.20.../ DE000GG0SH00 /
| 2024-05-16 10:15:48 AM |
Chg.+0.13 |
Bid12:46:20 PM |
Ask12:46:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+7.07% |
2.06
Bid Size: 20,000 |
2.09
Ask Size: 20,000 |
DT.TELEKOM AG NA |
24.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
GG0SH0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
1.88 |
| Time value: |
0.33 |
| Break-even: |
21.79 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.30 |
| Spread %: |
15.71% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-6.62 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.09% |
| 1 Month |
|
|
-32.30% |
| 3 Months |
|
|
-22.13% |
| YTD |
|
|
-33.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.84 |
| 1M High / 1M Low: |
3.15 |
1.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-14 |
3.17 |
| Low (YTD): |
2024-01-22 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
