Goldman Sachs Put 320 AMGN 17.01.2025
/ DE000GG9SYP6
Goldman Sachs Put 320 AMGN 17.01..../ DE000GG9SYP6 /
| 2024-12-23 10:52:34 AM |
Chg.-0.19 |
Bid5:01:16 PM |
Ask5:01:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.50EUR |
-3.34% |
5.58
Bid Size: 20,000 |
5.61
Ask Size: 20,000 |
Amgen Inc |
320.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GG9SYP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.43 |
| Intrinsic value: |
5.43 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
5.43 |
| Time value: |
0.06 |
| Break-even: |
251.81 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
1.29% |
| Delta: |
-0.92 |
| Theta: |
-0.08 |
| Omega: |
-4.21 |
| Rho: |
-0.20 |
Quote data
| Open: |
5.50 |
| High: |
5.50 |
| Low: |
5.50 |
| Previous Close: |
5.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.82% |
| 1 Month |
|
|
+49.05% |
| 3 Months |
|
|
+269.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.88 |
4.79 |
| 1M High / 1M Low: |
5.88 |
3.27 |
| 6M High / 6M Low: |
5.88 |
1.48 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.59% |
| Volatility 6M: |
|
173.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
