Goldman Sachs Put 100 SNW 19.12.2025
/ DE000GG1NB00
Goldman Sachs Put 100 SNW 19.12.2.../ DE000GG1NB00 /
| 2024-05-21 9:00:25 AM |
Chg.-0.04 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-2.61% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
100.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
GG1NB0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
1.08 |
| Time value: |
0.58 |
| Break-even: |
83.40 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
9.93% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-2.58 |
| Rho: |
-0.94 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.76% |
| 1 Month |
|
|
-24.75% |
| 3 Months |
|
|
-22.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.37 |
| 1M High / 1M Low: |
1.88 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
