Goldman Sachs Put 55 BAER 20.09.2024
/ DE000GQ8M458
Goldman Sachs Put 55 BAER 20.09.2.../ DE000GQ8M458 /
| 2024-06-03 9:34:53 AM |
Chg.-0.020 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
55.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
GQ8M45 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
0.12 |
| Time value: |
0.29 |
| Break-even: |
52.10 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
7.94% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-6.58 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.13% |
| 1 Month |
|
|
-32.08% |
| 3 Months |
|
|
-65.38% |
| YTD |
|
|
-68.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.310 |
| 1M High / 1M Low: |
0.530 |
0.300 |
| 6M High / 6M Low: |
1.410 |
0.300 |
| High (YTD): |
2024-01-17 |
1.300 |
| Low (YTD): |
2024-05-24 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.94% |
| Volatility 6M: |
|
118.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
