Goldman Sachs Put 150 YUM 16.01.2026
/ DE000GJ34WR0
Goldman Sachs Put 150 YUM 16.01.2.../ DE000GJ34WR0 /
09/10/2024 09:15:43 |
Chg.- |
Bid12:57:47 |
Ask12:57:47 |
Underlying |
Strike price |
Expiration date |
Option type |
1.76EUR |
- |
1.73 Bid Size: 10,000 |
1.83 Ask Size: 10,000 |
Yum Brands Inc |
150.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
GJ34WR |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
02/09/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
1.39 |
Implied volatility: |
0.23 |
Historic volatility: |
0.14 |
Parity: |
1.39 |
Time value: |
0.36 |
Break-even: |
119.59 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.03 |
Spread %: |
1.74% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-3.88 |
Rho: |
-1.08 |
Quote data
Open: |
1.76 |
High: |
1.76 |
Low: |
1.76 |
Previous Close: |
1.66 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.56% |
1 Month |
|
|
-3.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.76 |
1.51 |
1M High / 1M Low: |
1.98 |
1.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |