Goldman Sachs Put 35 ABBN 21.03.2025
/ DE000GG7AH86
Goldman Sachs Put 35 ABBN 21.03.2.../ DE000GG7AH86 /
| 2024-12-20 10:04:33 AM |
Chg.+0.020 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+10.53% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
35.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
GG7AH8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-103.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.21 |
| Parity: |
-14.54 |
| Time value: |
0.50 |
| Break-even: |
37.07 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.30 |
| Spread %: |
147.06% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-7.84 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.53% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.150 |
| 1M High / 1M Low: |
0.230 |
0.150 |
| 6M High / 6M Low: |
1.020 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.84% |
| Volatility 6M: |
|
210.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
