Goldman Sachs Put 150 YUM 17.01.2025
/ DE000GG6MEJ0
Goldman Sachs Put 150 YUM 17.01.2.../ DE000GG6MEJ0 /
| 19/11/2024 09:20:55 |
Chg.-0.07 |
Bid18:12:24 |
Ask18:12:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-4.35% |
1.71
Bid Size: 30,000 |
1.72
Ask Size: 30,000 |
Yum Brands Inc |
150.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
GG6MEJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
1.51 |
| Time value: |
0.06 |
| Break-even: |
125.88 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.29% |
| Delta: |
-0.82 |
| Theta: |
-0.02 |
| Omega: |
-6.60 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+1.99% |
| 3 Months |
|
|
+25.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.40 |
| 1M High / 1M Low: |
1.74 |
1.17 |
| 6M High / 6M Low: |
2.21 |
1.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.45% |
| Volatility 6M: |
|
127.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
