Goldman Sachs Put 140 6MK 17.01.2025
/ DE000GP3YD04
Goldman Sachs Put 140 6MK 17.01.2.../ DE000GP3YD04 /
| 2024-09-24 9:52:52 AM |
Chg.+0.10 |
Bid2:23:20 PM |
Ask2:23:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
+4.78% |
2.19
Bid Size: 20,000 |
2.22
Ask Size: 20,000 |
MERCK CO. D... |
140.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
GP3YD0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
3.59 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
3.59 |
| Time value: |
-1.34 |
| Break-even: |
117.50 |
| Moneyness: |
1.35 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.36 |
| Spread abs.: |
0.05 |
| Spread %: |
2.27% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.05% |
| 1 Month |
|
|
+2.82% |
| 3 Months |
|
|
+97.30% |
| YTD |
|
|
-22.89% |
| 1 Year |
|
|
-30.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.88 |
| 1M High / 1M Low: |
2.41 |
1.88 |
| 6M High / 6M Low: |
2.62 |
0.96 |
| High (YTD): |
2024-08-07 |
2.62 |
| Low (YTD): |
2024-06-25 |
0.96 |
| 52W High: |
2023-10-19 |
3.73 |
| 52W Low: |
2024-06-25 |
0.96 |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
116.94% |
| Volatility 6M: |
|
155.00% |
| Volatility 1Y: |
|
117.46% |
| Volatility 3Y: |
|
- |
