Goldman Sachs Put 240 RHHVF 21.03.2025
/ DE000GG9E1D7
Goldman Sachs Put 240 RHHVF 21.03.../ DE000GG9E1D7 /
| 2024-07-04 10:56:31 AM |
Chg.- |
Bid2:30:48 PM |
Ask2:30:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
- |
1.24
Bid Size: 5,000 |
1.31
Ask Size: 2,000 |
Roche Holding Ltd |
240.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
GG9E1D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.94 |
| Time value: |
1.37 |
| Break-even: |
226.30 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
7.87% |
| Delta: |
-0.34 |
| Theta: |
-0.03 |
| Omega: |
-6.23 |
| Rho: |
-0.69 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.24% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.05 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
