Goldman Sachs Put 55 BAER 21.06.2024
/ DE000GQ8M5K3
Goldman Sachs Put 55 BAER 21.06.2.../ DE000GQ8M5K3 /
| 2024-05-31 10:14:59 AM |
Chg.-0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
55.00 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
GQ8M5K |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
0.12 |
| Time value: |
0.11 |
| Break-even: |
53.92 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
15.31% |
| Delta: |
-0.58 |
| Theta: |
-0.04 |
| Omega: |
-14.20 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
-62.96% |
| 3 Months |
|
|
-79.80% |
| YTD |
|
|
-81.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.140 |
| 1M High / 1M Low: |
0.510 |
0.130 |
| 6M High / 6M Low: |
1.380 |
0.130 |
| High (YTD): |
2024-01-17 |
1.260 |
| Low (YTD): |
2024-05-24 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.818 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.00% |
| Volatility 6M: |
|
166.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
