Goldman Sachs Put 3400 GVDBF 21.06.2024
/ DE000GP30BP3
Goldman Sachs Put 3400 GVDBF 21.0.../ DE000GP30BP3 /
2024-06-17 10:39:11 AM |
Chg.+0.010 |
Bid3:13:42 PM |
Ask3:13:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
+100.00% |
0.020 Bid Size: 10,000 |
0.220 Ask Size: 10,000 |
Givaudan SA |
3,400.00 - |
2024-06-21 |
Put |
Master data
WKN: |
GP30BP |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Givaudan SA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,400.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-20 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-87.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.22 |
Historic volatility: |
0.22 |
Parity: |
-10.84 |
Time value: |
0.51 |
Break-even: |
3,348.90 |
Moneyness: |
0.76 |
Premium: |
0.25 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.50 |
Spread %: |
4,545.45% |
Delta: |
-0.09 |
Theta: |
-21.92 |
Omega: |
-8.33 |
Rho: |
-0.05 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-93.94% |
YTD |
|
|
-99.01% |
1 Year |
|
|
-99.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.010 |
1M High / 1M Low: |
0.050 |
0.010 |
6M High / 6M Low: |
2.670 |
0.010 |
High (YTD): |
2024-01-23 |
2.670 |
Low (YTD): |
2024-06-14 |
0.010 |
52W High: |
2023-08-22 |
7.420 |
52W Low: |
2024-06-14 |
0.010 |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.762 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.088 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
223.98% |
Volatility 6M: |
|
191.54% |
Volatility 1Y: |
|
147.26% |
Volatility 3Y: |
|
- |