Goldman Sachs Put 220 UHR 20.06.2025
/ DE000GG6Q026
Goldman Sachs Put 220 UHR 20.06.2.../ DE000GG6Q026 /
| 5/27/2024 9:40:02 AM |
Chg.- |
Bid9:59:59 AM |
Ask9:59:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.91EUR |
- |
3.82
Bid Size: 20,000 |
3.85
Ask Size: 20,000 |
SWATCH GROUP I |
220.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
GG6Q02 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
2.91 |
| Time value: |
1.10 |
| Break-even: |
181.66 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
3.89% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-2.60 |
| Rho: |
-1.53 |
Quote data
| Open: |
3.91 |
| High: |
3.91 |
| Low: |
3.91 |
| Previous Close: |
4.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.42% |
| 1 Month |
|
|
-6.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.04 |
3.64 |
| 1M High / 1M Low: |
4.31 |
3.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
