Goldman Sachs Put 30 SZG 20.09.2024
/ DE000GQ58UC0
Goldman Sachs Put 30 SZG 20.09.20.../ DE000GQ58UC0 /
| 07/06/2024 16:22:20 |
Chg.+0.060 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
SALZGITTER AG O.N. |
30.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
GQ58UC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.35 |
| Parity: |
0.92 |
| Time value: |
0.07 |
| Break-even: |
20.10 |
| Moneyness: |
1.44 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.16 |
| Spread %: |
19.28% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-1.58 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.860 |
| High: |
0.900 |
| Low: |
0.860 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+16.88% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
+80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.720 |
| 1M High / 1M Low: |
0.900 |
0.670 |
| 6M High / 6M Low: |
0.900 |
0.440 |
| High (YTD): |
07/06/2024 |
0.900 |
| Low (YTD): |
02/01/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.663 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.55% |
| Volatility 6M: |
|
105.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
