Goldman Sachs Put 25 BAER 20.12.2024
/ DE000GG08AU0
Goldman Sachs Put 25 BAER 20.12.2.../ DE000GG08AU0 /
| 2024-05-31 11:33:31 AM |
Chg.-0.001 |
Bid8:00:01 PM |
Ask8:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
25.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
GG08AU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-73.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.29 |
| Parity: |
-2.90 |
| Time value: |
0.07 |
| Break-even: |
24.81 |
| Moneyness: |
0.47 |
| Premium: |
0.55 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.05 |
| Spread %: |
208.33% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-3.46 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.024 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
-45.24% |
| YTD |
|
|
-74.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.020 |
| 1M High / 1M Low: |
0.026 |
0.020 |
| 6M High / 6M Low: |
0.110 |
0.020 |
| High (YTD): |
2024-01-08 |
0.090 |
| Low (YTD): |
2024-05-24 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.15% |
| Volatility 6M: |
|
99.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
