Goldman Sachs Put 38 ABBN 21.06.2024
/ DE000GG16VE3
Goldman Sachs Put 38 ABBN 21.06.2.../ DE000GG16VE3 /
| 2024-05-31 9:38:16 AM |
Chg.0.000 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
38.00 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
GG16VE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-94.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.21 |
| Parity: |
-11.26 |
| Time value: |
0.53 |
| Break-even: |
38.29 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
46.43 |
| Spread abs.: |
0.50 |
| Spread %: |
1,612.90% |
| Delta: |
-0.10 |
| Theta: |
-0.05 |
| Omega: |
-9.06 |
| Rho: |
0.00 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-96.47% |
| YTD |
|
|
-98.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.030 |
| 1M High / 1M Low: |
0.120 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-19 |
4.120 |
| Low (YTD): |
2024-05-31 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
