Goldman Sachs Put 30 TRIP 19.07.2024
/ DE000GG79LM5
Goldman Sachs Put 30 TRIP 19.07.2.../ DE000GG79LM5 /
2024-06-14 9:35:30 AM |
Chg.+0.05 |
Bid3:43:00 PM |
Ask3:43:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
+4.81% |
1.10 Bid Size: 200,000 |
1.11 Ask Size: 2,000 |
TripAdvisor Inc |
30.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
GG79LM |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
TripAdvisor Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-03 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
1.08 |
Implied volatility: |
1.10 |
Historic volatility: |
0.45 |
Parity: |
1.08 |
Time value: |
0.02 |
Break-even: |
16.94 |
Moneyness: |
1.63 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.92% |
Delta: |
-0.90 |
Theta: |
-0.01 |
Omega: |
-1.39 |
Rho: |
-0.03 |
Quote data
Open: |
1.09 |
High: |
1.09 |
Low: |
1.09 |
Previous Close: |
1.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.87% |
1 Month |
|
|
+3.81% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
1.04 |
1M High / 1M Low: |
1.13 |
1.01 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
38.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |