Goldman Sachs Put 45.04 QIA 20.12.2024
/ DE000GP79MK8
Goldman Sachs Put 45.04 QIA 20.12.../ DE000GP79MK8 /
| 2024-06-21 9:51:13 AM |
Chg.+0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+1.47% |
-
Bid Size: - |
-
Ask Size: - |
QIAGEN NV |
45.04 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
GP79MK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.04 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10.01:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.66 |
| Time value: |
0.06 |
| Break-even: |
37.83 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-3.77 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.95% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
-2.82% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.540 |
| 1M High / 1M Low: |
0.710 |
0.520 |
| 6M High / 6M Low: |
0.940 |
0.520 |
| High (YTD): |
2024-04-19 |
0.940 |
| Low (YTD): |
2024-06-11 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.677 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.84% |
| Volatility 6M: |
|
87.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
