Goldman Sachs Put 260 UHR 20.12.2024
/ DE000GQ8R0Z7
Goldman Sachs Put 260 UHR 20.12.2.../ DE000GQ8R0Z7 /
| 2024-09-20 10:46:28 AM |
Chg.+0.59 |
Bid2:52:01 PM |
Ask2:52:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.35EUR |
+5.48% |
11.38
Bid Size: 5,000 |
11.48
Ask Size: 3,000 |
SWATCH GROUP I |
260.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
GQ8R0Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.89 |
| Intrinsic value: |
10.89 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.26 |
| Parity: |
10.89 |
| Time value: |
0.44 |
| Break-even: |
161.48 |
| Moneyness: |
1.66 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
0.62% |
| Delta: |
-0.81 |
| Theta: |
-0.09 |
| Omega: |
-1.18 |
| Rho: |
-0.62 |
Quote data
| Open: |
11.35 |
| High: |
11.35 |
| Low: |
11.35 |
| Previous Close: |
10.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.46% |
| 1 Month |
|
|
+33.53% |
| 3 Months |
|
|
+53.17% |
| YTD |
|
|
+143.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.40 |
10.76 |
| 1M High / 1M Low: |
11.40 |
8.27 |
| 6M High / 6M Low: |
11.40 |
5.48 |
| High (YTD): |
2024-09-17 |
11.40 |
| Low (YTD): |
2024-01-02 |
4.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.05% |
| Volatility 6M: |
|
66.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
