Goldman Sachs Put 160 YUM 20.06.2025
/ DE000GG72901
Goldman Sachs Put 160 YUM 20.06.2.../ DE000GG72901 /
| 18/11/2024 10:58:09 |
Chg.- |
Bid09:48:26 |
Ask09:48:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.58EUR |
- |
2.51
Bid Size: 10,000 |
2.66
Ask Size: 10,000 |
Yum Brands Inc |
160.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
GG7290 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
2.45 |
| Time value: |
0.10 |
| Break-even: |
125.52 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.07 |
| Spread %: |
2.82% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-3.70 |
| Rho: |
-0.70 |
Quote data
| Open: |
2.58 |
| High: |
2.58 |
| Low: |
2.58 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.61% |
| 1 Month |
|
|
+7.95% |
| 3 Months |
|
|
+21.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.35 |
| 1M High / 1M Low: |
2.66 |
2.16 |
| 6M High / 6M Low: |
3.13 |
1.78 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.86% |
| Volatility 6M: |
|
94.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
