Goldman Sachs Put 70 SGSN 21.03.2025
/ DE000GG992K4
Goldman Sachs Put 70 SGSN 21.03.2.../ DE000GG992K4 /
2024-10-18 10:37:02 AM |
Chg.+0.010 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
+25.00% |
- Bid Size: - |
- Ask Size: - |
SGS N |
70.00 CHF |
2025-03-21 |
Put |
Master data
WKN: |
GG992K |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-06-07 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-69.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
-2.82 |
Time value: |
0.15 |
Break-even: |
73.01 |
Moneyness: |
0.73 |
Premium: |
0.29 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.10 |
Spread %: |
212.77% |
Delta: |
-0.09 |
Theta: |
-0.02 |
Omega: |
-6.61 |
Rho: |
-0.05 |
Quote data
Open: |
0.050 |
High: |
0.050 |
Low: |
0.050 |
Previous Close: |
0.040 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.040 |
1M High / 1M Low: |
0.060 |
0.038 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.049 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
269.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |