Goldman Sachs Put 55 BAER 20.12.2024
/ DE000GQ8QYZ9
Goldman Sachs Put 55 BAER 20.12.2.../ DE000GQ8QYZ9 /
| 2024-06-07 11:58:21 AM |
Chg.+0.110 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+22.00% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
55.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
GQ8QYZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.30 |
| Parity: |
0.41 |
| Time value: |
0.22 |
| Break-even: |
50.53 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.95% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-4.70 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.08% |
| 1 Month |
|
|
+1.67% |
| 3 Months |
|
|
-33.70% |
| YTD |
|
|
-47.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.440 |
| 1M High / 1M Low: |
0.610 |
0.420 |
| 6M High / 6M Low: |
1.340 |
0.420 |
| High (YTD): |
2024-01-18 |
1.280 |
| Low (YTD): |
2024-05-27 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.919 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.07% |
| Volatility 6M: |
|
99.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
