Goldman Sachs Put 100 HMSB 19.06.2025
/ DE000GG0D712
Goldman Sachs Put 100 HMSB 19.06..../ DE000GG0D712 /
| 25/07/2024 10:31:17 |
Chg.-0.010 |
Bid25/07/2024 |
Ask25/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.250
Bid Size: 10,000 |
0.320
Ask Size: 2,000 |
HENNES + MAURITZ B S... |
100.00 - |
19/06/2025 |
Put |
Master data
| WKN: |
GG0D71 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HENNES + MAURITZ B SK-125 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
19/06/2025 |
| Issue date: |
30/11/2023 |
| Last trading day: |
18/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
85.83 |
| Intrinsic value: |
85.83 |
| Implied volatility: |
- |
| Historic volatility: |
0.35 |
| Parity: |
85.83 |
| Time value: |
-85.47 |
| Break-even: |
99.64 |
| Moneyness: |
7.06 |
| Premium: |
-6.03 |
| Premium p.a.: |
- |
| Spread abs.: |
0.10 |
| Spread %: |
38.91% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
-13.79% |
| YTD |
|
|
-40.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
0.270 |
0.160 |
| 6M High / 6M Low: |
0.680 |
0.160 |
| High (YTD): |
14/02/2024 |
0.680 |
| Low (YTD): |
26/06/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.96% |
| Volatility 6M: |
|
147.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
