Goldman Sachs Put 60 BAER 21.03.2025
/ DE000GG84M92
Goldman Sachs Put 60 BAER 21.03.2.../ DE000GG84M92 /
| 7/25/2024 1:44:39 PM |
Chg.+0.470 |
Bid2:25:46 PM |
Ask2:25:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+48.45% |
1.410
Bid Size: 20,000 |
1.430
Ask Size: 5,000 |
JULIUS BAER N |
60.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/16/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
0.89 |
| Time value: |
0.13 |
| Break-even: |
52.33 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
7.37% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-3.43 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.440 |
| High: |
1.440 |
| Low: |
1.440 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.94% |
| 1 Month |
|
|
+35.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.950 |
| 1M High / 1M Low: |
1.090 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
