Goldman Sachs Put 160 SAP 20.06.2025
/ DE000GG08CM3
Goldman Sachs Put 160 SAP 20.06.2.../ DE000GG08CM3 /
| 5/15/2024 9:05:47 AM |
Chg.0.000 |
Bid10:24:14 AM |
Ask10:24:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
0.00% |
0.920
Bid Size: 20,000 |
0.940
Ask Size: 20,000 |
SAP SE O.N. |
160.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
11/28/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-1.47 |
| Time value: |
0.98 |
| Break-even: |
150.20 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
11.36% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-4.90 |
| Rho: |
-0.63 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.24% |
| 3 Months |
|
|
-33.08% |
| YTD |
|
|
-65.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.860 |
| 1M High / 1M Low: |
1.310 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/4/2024 |
2.810 |
| Low (YTD): |
3/27/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
447.619 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
