Goldman Sachs Put 150 YUM 20.06.2.../  DE000GG6MER3  /

EUWAX
01/08/2024  09:07:26 Chg.-0.03 Bid18:23:44 Ask18:23:44 Underlying Strike price Expiration date Option type
1.79EUR -1.65% 1.81
Bid Size: 30,000
1.84
Ask Size: 3,000
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: -6.74
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.59
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 1.59
Time value: 0.23
Break-even: 120.38
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.06
Spread %: 3.41%
Delta: -0.61
Theta: -0.01
Omega: -4.12
Rho: -0.83
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.83%
1 Month  
+4.07%
3 Months  
+46.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.29 1.82
1M High / 1M Low: 2.29 1.72
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.08
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -