Goldman Sachs Put 24 DTE 20.12.2024
/ DE000GP0BNY5
Goldman Sachs Put 24 DTE 20.12.20.../ DE000GP0BNY5 /
| 03/06/2024 09:23:45 |
Chg.-0.14 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-7.45% |
-
Bid Size: - |
-
Ask Size: - |
DT.TELEKOM AG NA |
24.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
GP0BNY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
1.71 |
| Time value: |
0.25 |
| Break-even: |
22.04 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.30 |
| Spread %: |
18.07% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-7.11 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.32% |
| 1 Month |
|
|
-26.27% |
| 3 Months |
|
|
-36.26% |
| YTD |
|
|
-42.00% |
| 1 Year |
|
|
-49.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
1.74 |
| 1M High / 1M Low: |
2.43 |
1.74 |
| 6M High / 6M Low: |
3.17 |
1.74 |
| High (YTD): |
17/04/2024 |
3.17 |
| Low (YTD): |
03/06/2024 |
1.74 |
| 52W High: |
08/08/2023 |
5.63 |
| 52W Low: |
03/06/2024 |
1.74 |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.41 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
100.52% |
| Volatility 6M: |
|
99.22% |
| Volatility 1Y: |
|
80.39% |
| Volatility 3Y: |
|
- |
