Goldman Sachs Put 60 BAER 21.03.2025
/ DE000GG84M92
Goldman Sachs Put 60 BAER 21.03.2.../ DE000GG84M92 /
| 17/07/2024 10:26:28 |
Chg.+0.060 |
Bid14:25:01 |
Ask14:25:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+6.25% |
1.020
Bid Size: 10,000 |
1.040
Ask Size: 5,000 |
JULIUS BAER N |
60.00 CHF |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
16/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
0.84 |
| Time value: |
0.14 |
| Break-even: |
51.85 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-3.48 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.42% |
| 1 Month |
|
|
-4.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.920 |
| 1M High / 1M Low: |
1.110 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
