Goldman Sachs Put 42 DHL 21.06.2024
/ DE000GK867S5
Goldman Sachs Put 42 DHL 21.06.20.../ DE000GK867S5 /
5/15/2024 10:56:23 AM |
Chg.0.000 |
Bid9:19:43 PM |
Ask9:19:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
0.00% |
0.240 Bid Size: 20,000 |
0.260 Ask Size: 20,000 |
DEUTSCHE POST AG NA ... |
42.00 - |
6/21/2024 |
Put |
Master data
WKN: |
GK867S |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42.00 - |
Maturity: |
6/21/2024 |
Issue date: |
7/25/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
0.26 |
Time value: |
0.01 |
Break-even: |
39.27 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
7.91% |
Delta: |
-0.80 |
Theta: |
-0.01 |
Omega: |
-11.59 |
Rho: |
-0.03 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.90% |
1 Month |
|
|
-44.44% |
3 Months |
|
|
+4.17% |
YTD |
|
|
+31.58% |
1 Year |
|
|
-46.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.230 |
1M High / 1M Low: |
0.560 |
0.230 |
6M High / 6M Low: |
0.560 |
0.150 |
High (YTD): |
4/19/2024 |
0.560 |
Low (YTD): |
1/26/2024 |
0.150 |
52W High: |
11/1/2023 |
0.700 |
52W Low: |
1/26/2024 |
0.150 |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.422 |
Avg. volume 1M: |
|
14.286 |
Avg. price 6M: |
|
0.297 |
Avg. volume 6M: |
|
8.065 |
Avg. price 1Y: |
|
0.349 |
Avg. volume 1Y: |
|
3.906 |
Volatility 1M: |
|
171.06% |
Volatility 6M: |
|
146.13% |
Volatility 1Y: |
|
139.90% |
Volatility 3Y: |
|
- |