Goldman Sachs Put 220 UHR 21.03.2025
/ DE000GG6PRX6
Goldman Sachs Put 220 UHR 21.03.2.../ DE000GG6PRX6 /
| 2024-11-14 10:22:36 AM |
Chg.-0.19 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.40EUR |
-2.88% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
GG6PRX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.44 |
| Intrinsic value: |
6.44 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
6.44 |
| Time value: |
0.28 |
| Break-even: |
167.88 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
1.05% |
| Delta: |
-0.80 |
| Theta: |
-0.04 |
| Omega: |
-2.02 |
| Rho: |
-0.71 |
Quote data
| Open: |
6.40 |
| High: |
6.40 |
| Low: |
6.40 |
| Previous Close: |
6.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.73% |
| 1 Month |
|
|
+27.49% |
| 3 Months |
|
|
+55.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.70 |
6.17 |
| 1M High / 1M Low: |
6.70 |
3.82 |
| 6M High / 6M Low: |
7.47 |
3.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.95% |
| Volatility 6M: |
|
120.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
