Goldman Sachs Put 250 CHTR 20.09.2024
/ DE000GG6VG18
Goldman Sachs Put 250 CHTR 20.09..../ DE000GG6VG18 /
| 6/17/2024 9:14:19 AM |
Chg.-0.010 |
Bid7:25:55 PM |
Ask7:25:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-10.00% |
0.092
Bid Size: 50,000 |
0.097
Ask Size: 50,000 |
Charter Communicatio... |
250.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GG6VG1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
-0.25 |
| Time value: |
0.11 |
| Break-even: |
222.99 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
10.42% |
| Delta: |
-0.27 |
| Theta: |
-0.09 |
| Omega: |
-6.61 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.090 |
| 1M High / 1M Low: |
0.130 |
0.081 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
