Goldman Sachs Put 34 BAYN 21.06.2024
/ DE000GG0FA69
Goldman Sachs Put 34 BAYN 21.06.2.../ DE000GG0FA69 /
| 2024-06-14 11:22:01 AM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
34.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
GG0FA6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.30 |
| Parity: |
0.69 |
| Time value: |
0.02 |
| Break-even: |
26.90 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
-0.90 |
| Theta: |
-0.06 |
| Omega: |
-3.45 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
-19.75% |
| YTD |
|
|
+75.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.630 |
| 1M High / 1M Low: |
0.660 |
0.450 |
| 6M High / 6M Low: |
0.860 |
0.250 |
| High (YTD): |
2024-03-07 |
0.860 |
| Low (YTD): |
2024-01-09 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
120 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.41% |
| Volatility 6M: |
|
123.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
