Goldman Sachs Put 100 ENPH 19.09.2025
/ DE000GG2SEK4
Goldman Sachs Put 100 ENPH 19.09..../ DE000GG2SEK4 /
| 2024-11-14 10:41:58 AM |
Chg.+0.02 |
Bid9:01:33 PM |
Ask9:01:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
+0.50% |
3.70
Bid Size: 20,000 |
3.72
Ask Size: 20,000 |
Enphase Energy Inc |
100.00 USD |
2025-09-19 |
Put |
Master data
| WKN: |
GG2SEK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.59 |
| Parity: |
3.75 |
| Time value: |
0.34 |
| Break-even: |
53.74 |
| Moneyness: |
1.66 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
1.74% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-0.93 |
| Rho: |
-0.67 |
Quote data
| Open: |
4.04 |
| High: |
4.04 |
| Low: |
4.04 |
| Previous Close: |
4.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.28% |
| 1 Month |
|
|
+110.42% |
| 3 Months |
|
|
+121.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.41 |
| 1M High / 1M Low: |
4.05 |
1.92 |
| 6M High / 6M Low: |
4.05 |
1.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.08% |
| Volatility 6M: |
|
98.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
