Goldman Sachs Put 160 HM/B 21.03.2025
/ DE000GJ02G70
Goldman Sachs Put 160 HM/B 21.03..../ DE000GJ02G70 /
| 11/12/2024 3:48:53 PM |
Chg.-0.01 |
Bid9:23:05 PM |
Ask9:23:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-0.96% |
1.11
Bid Size: 5,000 |
1.18
Ask Size: 5,000 |
Hennes & Mauritz AB,... |
160.00 SEK |
3/21/2025 |
Put |
Master data
| WKN: |
GJ02G7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Hennes & Mauritz AB, H & M ser. B |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 SEK |
| Maturity: |
3/21/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
0.07 |
| Time value: |
1.09 |
| Break-even: |
12.63 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.12 |
| Spread %: |
11.54% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-5.27 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.50% |
| 1 Month |
|
|
+27.16% |
| 3 Months |
|
|
-37.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.95 |
| 1M High / 1M Low: |
1.31 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
