Goldman Sachs Put 70 SGSN 20.06.2025
/ DE000GG3FS17
Goldman Sachs Put 70 SGSN 20.06.2.../ DE000GG3FS17 /
17/07/2024 09:58:06 |
Chg.- |
Bid09:50:40 |
Ask09:50:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
- |
0.230 Bid Size: 10,000 |
0.260 Ask Size: 3,000 |
SGS N |
70.00 CHF |
20/06/2025 |
Put |
Master data
WKN: |
GG3FS1 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
06/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.22 |
Parity: |
-1.07 |
Time value: |
0.29 |
Break-even: |
69.54 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.05 |
Spread %: |
20.92% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-6.11 |
Rho: |
-0.19 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.55% |
1 Month |
|
|
-14.81% |
3 Months |
|
|
-28.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.210 |
1M High / 1M Low: |
0.290 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.222 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.254 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |