Goldman Sachs Put 100 SGSN 21.03.2025
/ DE000GJ3H3V2
Goldman Sachs Put 100 SGSN 21.03..../ DE000GJ3H3V2 /
18/10/2024 10:07:34 |
Chg.-0.040 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-5.71% |
- Bid Size: - |
- Ask Size: - |
SGS N |
100.00 CHF |
21/03/2025 |
Put |
Master data
WKN: |
GJ3H3V |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/09/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.38 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
0.38 |
Time value: |
0.37 |
Break-even: |
98.90 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.07 |
Spread %: |
10.29% |
Delta: |
-0.53 |
Theta: |
-0.01 |
Omega: |
-7.25 |
Rho: |
-0.26 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-23.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.660 |
1M High / 1M Low: |
0.950 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.714 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.815 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |