Goldman Sachs Put 100 SIE 19.12.2025
/ DE000GG1NEN1
Goldman Sachs Put 100 SIE 19.12.2.../ DE000GG1NEN1 /
10/11/2024 5:44:03 PM |
Chg.+0.010 |
Bid9:37:38 PM |
Ask9:37:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+4.76% |
0.210 Bid Size: 10,000 |
0.310 Ask Size: 3,000 |
SIEMENS AG NA O.N. |
100.00 EUR |
12/19/2025 |
Put |
Master data
WKN: |
GG1NEN |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 EUR |
Maturity: |
12/19/2025 |
Issue date: |
1/3/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-57.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
-8.58 |
Time value: |
0.33 |
Break-even: |
96.75 |
Moneyness: |
0.54 |
Premium: |
0.48 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.10 |
Spread %: |
44.44% |
Delta: |
-0.06 |
Theta: |
-0.01 |
Omega: |
-3.59 |
Rho: |
-0.18 |
Quote data
Open: |
0.210 |
High: |
0.220 |
Low: |
0.210 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
+4.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.210 |
1M High / 1M Low: |
0.280 |
0.210 |
6M High / 6M Low: |
0.350 |
0.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.235 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.247 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.35% |
Volatility 6M: |
|
89.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |