Goldman Sachs Put 350 AMGN 17.01.2025
/ DE000GG1XE39
Goldman Sachs Put 350 AMGN 17.01..../ DE000GG1XE39 /
| 2024-12-23 10:38:20 AM |
Chg.-0.10 |
Bid5:20:02 PM |
Ask5:20:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.46EUR |
-1.17% |
8.51
Bid Size: 20,000 |
8.58
Ask Size: 20,000 |
Amgen Inc |
350.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GG1XE3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.30 |
| Intrinsic value: |
8.30 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.24 |
| Parity: |
8.30 |
| Time value: |
0.26 |
| Break-even: |
249.86 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
1.18% |
| Delta: |
-0.87 |
| Theta: |
-0.21 |
| Omega: |
-2.58 |
| Rho: |
-0.21 |
Quote data
| Open: |
8.46 |
| High: |
8.46 |
| Low: |
8.46 |
| Previous Close: |
8.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.61% |
| 1 Month |
|
|
+41.95% |
| 3 Months |
|
|
+211.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.67 |
7.58 |
| 1M High / 1M Low: |
8.67 |
5.47 |
| 6M High / 6M Low: |
8.67 |
2.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.81% |
| Volatility 6M: |
|
115.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
