Goldman Sachs Put 150 YUM 20.06.2025
/ DE000GG6MER3
Goldman Sachs Put 150 YUM 20.06.2.../ DE000GG6MER3 /
| 14/10/2024 14:42:57 |
Chg.-0.03 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
-1.83% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
150.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
GG6MER |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
1.46 |
| Time value: |
0.16 |
| Break-even: |
121.12 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
1.89% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-4.99 |
| Rho: |
-0.66 |
Quote data
| Open: |
1.59 |
| High: |
1.61 |
| Low: |
1.59 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.92% |
| 1 Month |
|
|
-2.42% |
| 3 Months |
|
|
-10.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.52 |
| 1M High / 1M Low: |
1.87 |
1.22 |
| 6M High / 6M Low: |
2.29 |
1.18 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.88% |
| Volatility 6M: |
|
103.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
