Goldman Sachs Put 260 DHR 21.06.2024
/ DE000GG3AVX7
Goldman Sachs Put 260 DHR 21.06.2.../ DE000GG3AVX7 /
| 2024-06-18 11:05:33 AM |
Chg.- |
Bid9:32:18 AM |
Ask9:32:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
- |
0.410
Bid Size: 10,000 |
0.610
Ask Size: 2,000 |
Danaher Corporation |
260.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG3AVX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.21 |
| Parity: |
0.23 |
| Time value: |
0.27 |
| Break-even: |
237.11 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
6.61 |
| Spread abs.: |
0.15 |
| Spread %: |
42.86% |
| Delta: |
-0.59 |
| Theta: |
-0.90 |
| Omega: |
-28.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+178.26% |
| 1 Month |
|
|
+113.33% |
| 3 Months |
|
|
-54.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.130 |
| 1M High / 1M Low: |
0.870 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,493.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
