Goldman Sachs Put 26 ZAL 21.06.2024
/ DE000GQ8R1M3
Goldman Sachs Put 26 ZAL 21.06.20.../ DE000GQ8R1M3 /
| 2024-06-11 2:07:30 PM |
Chg.+0.050 |
Bid3:30:58 PM |
Ask3:30:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+20.00% |
0.310
Bid Size: 100,000 |
0.320
Ask Size: 100,000 |
ZALANDO SE |
26.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
GQ8R1M |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.48 |
| Parity: |
0.27 |
| Time value: |
0.08 |
| Break-even: |
22.47 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
2.48 |
| Spread abs.: |
0.10 |
| Spread %: |
39.53% |
| Delta: |
-0.68 |
| Theta: |
-0.08 |
| Omega: |
-4.50 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.89% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
-45.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.190 |
| 1M High / 1M Low: |
0.280 |
0.150 |
| 6M High / 6M Low: |
0.960 |
0.130 |
| High (YTD): |
2024-01-18 |
0.960 |
| Low (YTD): |
2024-05-07 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.12% |
| Volatility 6M: |
|
190.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
