Goldman Sachs Put 40 SZG 21.06.2024
/ DE000GZ6QPE5
Goldman Sachs Put 40 SZG 21.06.20.../ DE000GZ6QPE5 /
| 6/14/2024 5:17:53 PM |
Chg.+0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+2.97% |
-
Bid Size: - |
-
Ask Size: - |
SALZGITTER AG O.N. |
40.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
GZ6QPE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
1/10/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-0.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
5.27 |
| Historic volatility: |
0.35 |
| Parity: |
2.04 |
| Time value: |
0.17 |
| Break-even: |
17.90 |
| Moneyness: |
2.04 |
| Premium: |
0.09 |
| Premium p.a.: |
70.51 |
| Spread abs.: |
0.25 |
| Spread %: |
12.76% |
| Delta: |
-0.73 |
| Theta: |
-0.33 |
| Omega: |
-0.65 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.05 |
| High: |
2.08 |
| Low: |
2.05 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.05% |
| 1 Month |
|
|
+18.86% |
| 3 Months |
|
|
+23.81% |
| YTD |
|
|
+70.49% |
| 1 Year |
|
|
+141.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.89 |
| 1M High / 1M Low: |
2.02 |
1.66 |
| 6M High / 6M Low: |
2.02 |
1.09 |
| High (YTD): |
6/13/2024 |
2.02 |
| Low (YTD): |
1/2/2024 |
1.23 |
| 52W High: |
6/13/2024 |
2.02 |
| 52W Low: |
6/14/2023 |
0.86 |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
37.48% |
| Volatility 6M: |
|
54.85% |
| Volatility 1Y: |
|
58.97% |
| Volatility 3Y: |
|
- |
