Goldman Sachs Put 160 SIE 20.06.2025
/ DE000GQ9ASN9
Goldman Sachs Put 160 SIE 20.06.2.../ DE000GQ9ASN9 /
| 2024-06-28 9:22:56 AM |
Chg.-0.16 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-13.68% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
160.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
GQ9ASN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-1.37 |
| Time value: |
1.11 |
| Break-even: |
148.90 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
6.73% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-4.57 |
| Rho: |
-0.60 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.41% |
| 1 Month |
|
|
+8.60% |
| 3 Months |
|
|
-2.88% |
| YTD |
|
|
-38.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.01 |
| 1M High / 1M Low: |
1.29 |
0.89 |
| 6M High / 6M Low: |
1.95 |
0.73 |
| High (YTD): |
2024-01-17 |
1.95 |
| Low (YTD): |
2024-05-13 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.34% |
| Volatility 6M: |
|
107.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
