Goldman Sachs Put 300 CHTR 16.08.2024
/ DE000GG7TP02
Goldman Sachs Put 300 CHTR 16.08..../ DE000GG7TP02 /
| 24/06/2024 10:23:33 |
Chg.-0.040 |
Bid18:09:01 |
Ask18:09:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-16.00% |
0.200
Bid Size: 50,000 |
0.210
Ask Size: 50,000 |
Charter Communicatio... |
300.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
GG7TP0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
09/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
0.09 |
| Time value: |
0.15 |
| Break-even: |
256.89 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
9.17% |
| Delta: |
-0.52 |
| Theta: |
-0.17 |
| Omega: |
-5.99 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.240 |
| 1M High / 1M Low: |
0.350 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
