Goldman Sachs Put 800 RAA 17.05.2024
/ DE000GG41NJ7
Goldman Sachs Put 800 RAA 17.05.2.../ DE000GG41NJ7 /
| 2024-05-09 6:18:59 PM |
Chg.+0.030 |
Bid2024-05-09 |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+37.50% |
0.110
Bid Size: 10,000 |
0.180
Ask Size: 5,000 |
RATIONAL AG |
800.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
GG41NJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-49.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.26 |
| Parity: |
-0.20 |
| Time value: |
0.17 |
| Break-even: |
783.40 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
6.33 |
| Spread abs.: |
0.08 |
| Spread %: |
102.44% |
| Delta: |
-0.36 |
| Theta: |
-1.49 |
| Omega: |
-17.73 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.090 |
| High: |
0.110 |
| Low: |
0.090 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.57% |
| 1 Month |
|
|
-70.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.080 |
| 1M High / 1M Low: |
0.470 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
