Goldman Sachs Put 60 BAER 21.03.2025
/ DE000GG84M92
Goldman Sachs Put 60 BAER 21.03.2.../ DE000GG84M92 /
| 2024-08-28 9:45:11 AM |
Chg.+0.04 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+3.64% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
60.00 CHF |
2025-03-21 |
Put |
Master data
| WKN: |
GG84M9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.29 |
| Parity: |
1.10 |
| Time value: |
0.04 |
| Break-even: |
52.35 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-3.42 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
-20.28% |
| 3 Months |
|
|
+35.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.10 |
| 1M High / 1M Low: |
1.68 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
