Goldman Sachs Put 50 GM 20.09.2024
/ DE000GP7ZN56
Goldman Sachs Put 50 GM 20.09.202.../ DE000GP7ZN56 /
| 2024-06-13 11:08:02 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
General Motors Compa... |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GP7ZN5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
0.22 |
| Time value: |
0.14 |
| Break-even: |
43.02 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.01% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-7.22 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.43% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
-68.89% |
| YTD |
|
|
-77.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.280 |
| 1M High / 1M Low: |
0.730 |
0.280 |
| 6M High / 6M Low: |
1.430 |
0.280 |
| High (YTD): |
2024-01-18 |
1.430 |
| Low (YTD): |
2024-06-13 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.59% |
| Volatility 6M: |
|
112.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
