Goldman Sachs Put 160 SAP 20.06.2025
/ DE000GG08CM3
Goldman Sachs Put 160 SAP 20.06.2.../ DE000GG08CM3 /
2024-05-14 9:04:51 AM |
Chg.+0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
+1.14% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
160.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
GG08CM |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-28 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
-1.67 |
Time value: |
0.96 |
Break-even: |
150.40 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.07 |
Spread %: |
7.87% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-4.85 |
Rho: |
-0.62 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.890 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.10% |
1 Month |
|
|
-11.00% |
3 Months |
|
|
-34.07% |
YTD |
|
|
-65.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.860 |
1M High / 1M Low: |
1.310 |
0.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-04 |
2.810 |
Low (YTD): |
2024-03-27 |
0.780 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.900 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.043 |
Avg. volume 1M: |
|
470 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |