Goldman Sachs Put 200 UHR 21.03.2025
/ DE000GG6K0N3
Goldman Sachs Put 200 UHR 21.03.2.../ DE000GG6K0N3 /
| 14/11/2024 10:17:02 |
Chg.-0.15 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.42EUR |
-3.28% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
GG6K0N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.33 |
| Intrinsic value: |
4.31 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
4.31 |
| Time value: |
0.36 |
| Break-even: |
167.01 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
1.52% |
| Delta: |
-0.75 |
| Theta: |
-0.04 |
| Omega: |
-2.74 |
| Rho: |
-0.61 |
Quote data
| Open: |
4.42 |
| High: |
4.42 |
| Low: |
4.42 |
| Previous Close: |
4.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.89% |
| 1 Month |
|
|
+46.84% |
| 3 Months |
|
|
+80.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.65 |
4.05 |
| 1M High / 1M Low: |
4.65 |
2.14 |
| 6M High / 6M Low: |
5.36 |
1.76 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.30% |
| Volatility 6M: |
|
162.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
