Goldman Sachs Put 340 AMGN 17.01.2025
/ DE000GG1V050
Goldman Sachs Put 340 AMGN 17.01..../ DE000GG1V050 /
| 23/12/2024 09:29:51 |
Chg.-0.24 |
Bid21:18:36 |
Ask21:18:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.39EUR |
-3.15% |
7.40
Bid Size: 20,000 |
7.43
Ask Size: 20,000 |
Amgen Inc |
340.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
GG1V05 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.34 |
| Intrinsic value: |
7.34 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.24 |
| Parity: |
7.34 |
| Time value: |
0.07 |
| Break-even: |
251.78 |
| Moneyness: |
1.29 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
0.95% |
| Delta: |
-0.93 |
| Theta: |
-0.09 |
| Omega: |
-3.16 |
| Rho: |
-0.21 |
Quote data
| Open: |
7.39 |
| High: |
7.39 |
| Low: |
7.39 |
| Previous Close: |
7.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.30% |
| 1 Month |
|
|
+43.22% |
| 3 Months |
|
|
+226.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.76 |
6.64 |
| 1M High / 1M Low: |
7.76 |
4.77 |
| 6M High / 6M Low: |
7.76 |
2.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.81% |
| Volatility 6M: |
|
131.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
