Goldman Sachs Put 160 SIE 20.06.2025
/ DE000GQ9ASN9
Goldman Sachs Put 160 SIE 20.06.2.../ DE000GQ9ASN9 /
18/10/2024 09:23:31 |
Chg.+0.010 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+1.45% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
160.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
21/11/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
-2.43 |
Time value: |
0.83 |
Break-even: |
151.70 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.10 |
Spread %: |
13.70% |
Delta: |
-0.24 |
Theta: |
-0.03 |
Omega: |
-5.24 |
Rho: |
-0.35 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.48% |
1 Month |
|
|
-35.19% |
3 Months |
|
|
-34.58% |
YTD |
|
|
-57.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.680 |
1M High / 1M Low: |
1.100 |
0.670 |
6M High / 6M Low: |
1.880 |
0.670 |
High (YTD): |
17/01/2024 |
1.950 |
Low (YTD): |
11/10/2024 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.789 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.044 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.84% |
Volatility 6M: |
|
137.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |