Goldman Sachs Put 45 MO 16.01.2026
/ DE000GG5CN54
Goldman Sachs Put 45 MO 16.01.202.../ DE000GG5CN54 /
| 2024-12-23 10:44:59 AM |
Chg.-0.040 |
Bid1:00:49 PM |
Ask1:00:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-14.29% |
0.250
Bid Size: 30,000 |
0.270
Ask Size: 30,000 |
Altria Group Inc |
45.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
GG5CN5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
-0.85 |
| Time value: |
0.26 |
| Break-even: |
40.53 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-4.30 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.220 |
| 1M High / 1M Low: |
0.280 |
0.160 |
| 6M High / 6M Low: |
0.460 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.27% |
| Volatility 6M: |
|
84.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
