Goldman Sachs Put 70 ALV 21.06.2024
/ DE000GG0H6B6
Goldman Sachs Put 70 ALV 21.06.20.../ DE000GG0H6B6 /
14/06/2024 11:31:57 |
Chg.0.000 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Autoliv Inc |
70.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
GG0H6B |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Autoliv Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
04/12/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-70.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.75 |
Historic volatility: |
0.24 |
Parity: |
-4.07 |
Time value: |
0.15 |
Break-even: |
63.69 |
Moneyness: |
0.62 |
Premium: |
0.40 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.15 |
Spread %: |
14,900.00% |
Delta: |
-0.07 |
Theta: |
-0.39 |
Omega: |
-5.04 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-90.00% |
YTD |
|
|
-97.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.004 |
0.001 |
6M High / 6M Low: |
0.110 |
0.001 |
High (YTD): |
25/01/2024 |
0.090 |
Low (YTD): |
13/06/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.029 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,116.76% |
Volatility 6M: |
|
1,435.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |