Goldman Sachs Put 450 MSFT 20.09.2024
/ DE000GG26RF7
Goldman Sachs Put 450 MSFT 20.09..../ DE000GG26RF7 /
| 2024-06-04 11:14:17 AM |
Chg.+0.25 |
Bid1:25:44 PM |
Ask1:25:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.75EUR |
+7.14% |
3.78
Bid Size: 50,000 |
3.79
Ask Size: 50,000 |
Microsoft Corporatio... |
450.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG26RF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
3.34 |
| Time value: |
0.33 |
| Break-even: |
375.78 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
-0.71 |
| Theta: |
-0.04 |
| Omega: |
-7.30 |
| Rho: |
-0.90 |
Quote data
| Open: |
3.75 |
| High: |
3.75 |
| Low: |
3.75 |
| Previous Close: |
3.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.79% |
| 1 Month |
|
|
-25.15% |
| 3 Months |
|
|
-9.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
2.59 |
| 1M High / 1M Low: |
4.30 |
2.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
