Goldman Sachs Put 140 YUM 17.01.2025
/ DE000GG6MDP9
Goldman Sachs Put 140 YUM 17.01.2.../ DE000GG6MDP9 /
| 10/14/2024 2:42:52 PM |
Chg.- |
Bid9:39:50 AM |
Ask9:39:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
- |
0.720
Bid Size: 10,000 |
0.870
Ask Size: 10,000 |
Yum Brands Inc |
140.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
GG6MDP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
0.49 |
| Time value: |
0.25 |
| Break-even: |
120.93 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-9.91 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.760 |
| High: |
0.780 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.43% |
| 1 Month |
|
|
-4.88% |
| 3 Months |
|
|
-19.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.700 |
| 1M High / 1M Low: |
1.000 |
0.470 |
| 6M High / 6M Low: |
1.400 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.821 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.41% |
| Volatility 6M: |
|
160.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
