Goldman Sachs Put 80 YUM 17.01.2025
/ DE000GG6M850
Goldman Sachs Put 80 YUM 17.01.20.../ DE000GG6M850 /
06/09/2024 09:43:15 |
Chg.0.000 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Yum Brands Inc |
80.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
GG6M85 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-241.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.14 |
Parity: |
-4.86 |
Time value: |
0.05 |
Break-even: |
71.67 |
Moneyness: |
0.60 |
Premium: |
0.41 |
Premium p.a.: |
1.57 |
Spread abs.: |
0.03 |
Spread %: |
150.00% |
Delta: |
-0.03 |
Theta: |
-0.01 |
Omega: |
-7.46 |
Rho: |
-0.02 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.023 |
0.020 |
1M High / 1M Low: |
0.030 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |