Goldman Sachs Put 5 DDD 16.08.2024
/ DE000GG86ZD9
Goldman Sachs Put 5 DDD 16.08.202.../ DE000GG86ZD9 /
| 2024-06-24 10:16:44 AM |
Chg.+0.02 |
Bid6:25:11 PM |
Ask6:25:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+1.33% |
1.62
Bid Size: 50,000 |
1.63
Ask Size: 50,000 |
3D Systems Corporati... |
5.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
GG86ZD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
3D Systems Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-17 |
| Last trading day: |
2024-08-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.64 |
| Parity: |
1.38 |
| Time value: |
0.18 |
| Break-even: |
3.12 |
| Moneyness: |
1.42 |
| Premium: |
0.05 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
1.96% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-1.52 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.66% |
| 1 Month |
|
|
-0.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.49 |
| 1M High / 1M Low: |
1.55 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
