Goldman Sachs Put 120 UHR 21.03.2025
/ DE000GG6PRK3
Goldman Sachs Put 120 UHR 21.03.2.../ DE000GG6PRK3 /
| 9/26/2024 11:16:25 AM |
Chg.-0.040 |
Bid5:30:09 PM |
Ask5:30:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-18.18% |
0.190
Bid Size: 10,000 |
0.260
Ask Size: 5,000 |
SWATCH GROUP I |
120.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
GG6PRK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-3.80 |
| Time value: |
0.29 |
| Break-even: |
123.83 |
| Moneyness: |
0.77 |
| Premium: |
0.25 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.07 |
| Spread %: |
31.53% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-6.76 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.220 |
| 1M High / 1M Low: |
0.270 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
