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 |
Bid10:08:54 AM |
Ask10:08:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+1.14% |
0.900
Bid Size: 20,000 |
0.920
Ask Size: 20,000 |
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: |
- |
| 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: |
|
- |
