Goldman Sachs Put 45 BAER 21.06.2024
/ DE000GG08AV8
Goldman Sachs Put 45 BAER 21.06.2.../ DE000GG08AV8 /
| 14/06/2024 10:44:13 |
Chg.+0.003 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.017EUR |
+21.43% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
45.00 CHF |
21/06/2024 |
Put |
Master data
| WKN: |
GG08AV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-187.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.30 |
| Parity: |
-0.54 |
| Time value: |
0.03 |
| Break-even: |
46.94 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
86.67% |
| Delta: |
-0.11 |
| Theta: |
-0.08 |
| Omega: |
-21.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.017 |
| Previous Close: |
0.014 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-32.00% |
| 3 Months |
|
|
-86.92% |
| YTD |
|
|
-95.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.014 |
| 1M High / 1M Low: |
0.027 |
0.014 |
| 6M High / 6M Low: |
0.440 |
0.014 |
| High (YTD): |
18/01/2024 |
0.440 |
| Low (YTD): |
13/06/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.96% |
| Volatility 6M: |
|
203.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
