Goldman Sachs Put 5500 S&P 500 Index 19.07.2024
/ DE000GG5RW72
Goldman Sachs Put 5500 S&P 500 In.../ DE000GG5RW72 /
| 2024-06-24 8:08:25 AM |
Chg.+0.050 |
Bid9:07:40 PM |
Ask9:07:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+8.06% |
0.640
Bid Size: 300,000 |
0.650
Ask Size: 300,000 |
- |
5,500.00 - |
2024-07-19 |
Put |
Master data
| WKN: |
GG5RW7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,500.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-81.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.11 |
| Parity: |
0.35 |
| Time value: |
0.32 |
| Break-even: |
5,433.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.56 |
| Theta: |
-0.79 |
| Omega: |
-45.47 |
| Rho: |
-2.13 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.72% |
| 1 Month |
|
|
-64.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.510 |
| 1M High / 1M Low: |
2.260 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
