Goldman Sachs Put 160 AIR 21.03.2025
/ DE000GG76EV7
Goldman Sachs Put 160 AIR 21.03.2.../ DE000GG76EV7 /
| 11/11/2024 9:17:09 AM |
Chg.-0.21 |
Bid9:45:35 AM |
Ask9:45:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-10.71% |
1.72
Bid Size: 30,000 |
1.74
Ask Size: 30,000 |
AIRBUS |
160.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
GG76EV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
1.77 |
| Time value: |
0.34 |
| Break-even: |
138.90 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.33 |
| Spread %: |
18.54% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-4.57 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.05% |
| 1 Month |
|
|
-35.90% |
| 3 Months |
|
|
-34.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.96 |
| 1M High / 1M Low: |
2.73 |
1.96 |
| 6M High / 6M Low: |
3.41 |
1.10 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.46% |
| Volatility 6M: |
|
139.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
