Goldman Sachs Put 40 G1A 21.06.2024
/ DE000GZ24TC5
Goldman Sachs Put 40 G1A 21.06.20.../ DE000GZ24TC5 /
2024-06-13 4:20:49 PM |
Chg.+0.050 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+29.41% |
- Bid Size: - |
- Ask Size: - |
GEA GROUP AG |
40.00 - |
2024-06-21 |
Put |
Master data
WKN: |
GZ24TC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-27 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-17.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.55 |
Historic volatility: |
0.19 |
Parity: |
0.16 |
Time value: |
0.06 |
Break-even: |
37.80 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.05 |
Spread %: |
29.41% |
Delta: |
-0.67 |
Theta: |
-0.07 |
Omega: |
-11.71 |
Rho: |
-0.01 |
Quote data
Open: |
0.170 |
High: |
0.220 |
Low: |
0.170 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.76% |
3 Months |
|
|
-33.33% |
YTD |
|
|
-47.62% |
1 Year |
|
|
-46.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.170 |
1M High / 1M Low: |
0.300 |
0.150 |
6M High / 6M Low: |
0.610 |
0.150 |
High (YTD): |
2024-01-22 |
0.550 |
Low (YTD): |
2024-05-28 |
0.150 |
52W High: |
2023-10-27 |
0.880 |
52W Low: |
2024-05-28 |
0.150 |
Avg. price 1W: |
|
0.210 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.218 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.364 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.492 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
279.32% |
Volatility 6M: |
|
160.61% |
Volatility 1Y: |
|
124.28% |
Volatility 3Y: |
|
- |