Goldman Sachs Put 240 RHHVF 21.03.2025
/ DE000GG9E1D7
Goldman Sachs Put 240 RHHVF 21.03.../ DE000GG9E1D7 /
| 2024-07-31 11:35:34 AM |
Chg.-0.020 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-63.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-5.64 |
| Time value: |
0.47 |
| Break-even: |
235.32 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.10 |
| Spread %: |
27.17% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-7.99 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.85% |
| 1 Month |
|
|
-64.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.380 |
| 1M High / 1M Low: |
1.420 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
