Goldman Sachs Put 60 BAER 21.03.2025
/ DE000GG84M92
Goldman Sachs Put 60 BAER 21.03.2.../ DE000GG84M92 /
| 7/4/2024 10:01:07 AM |
Chg.-0.050 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.84 |
| Time value: |
0.23 |
| Break-even: |
50.99 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.88% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-2.98 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.84% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
1.000 |
| 1M High / 1M Low: |
1.110 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
