Goldman Sachs Put 42 NEM 21.06.2024
/ DE000GG7LA72
Goldman Sachs Put 42 NEM 21.06.20.../ DE000GG7LA72 /
| 2024-06-10 11:12:17 AM |
Chg.+0.080 |
Bid5:36:23 PM |
Ask5:36:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+72.73% |
0.170
Bid Size: 150,000 |
0.180
Ask Size: 150,000 |
Newmont Corporation |
42.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG7LA7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
0.15 |
| Time value: |
0.04 |
| Break-even: |
37.07 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.71 |
| Theta: |
-0.03 |
| Omega: |
-14.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.15% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.110 |
| 1M High / 1M Low: |
0.180 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
