Goldman Sachs Put 80 BALN 20.12.2024
/ DE000GP7RYX5
Goldman Sachs Put 80 BALN 20.12.2.../ DE000GP7RYX5 /
| 5/31/2024 9:46:35 AM |
Chg.+0.002 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
+6.90% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
80.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
GP7RYX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
7/12/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-84.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.18 |
| Parity: |
-7.61 |
| Time value: |
0.19 |
| Break-even: |
79.85 |
| Moneyness: |
0.52 |
| Premium: |
0.49 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.15 |
| Spread %: |
405.41% |
| Delta: |
-0.05 |
| Theta: |
-0.02 |
| Omega: |
-4.13 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.029 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
-51.56% |
| 3 Months |
|
|
-40.38% |
| YTD |
|
|
-71.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.020 |
| 1M High / 1M Low: |
0.061 |
0.020 |
| 6M High / 6M Low: |
0.120 |
0.020 |
| High (YTD): |
2/5/2024 |
0.110 |
| Low (YTD): |
5/28/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
389.68% |
| Volatility 6M: |
|
270.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
