Goldman Sachs Put 250 UHR 20.06.2025
/ DE000GQ79582
Goldman Sachs Put 250 UHR 20.06.2.../ DE000GQ79582 /
| 2024-09-25 11:03:30 AM |
Chg.-0.02 |
Bid12:27:58 PM |
Ask12:27:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.51EUR |
-0.19% |
10.35
Bid Size: 5,000 |
10.40
Ask Size: 2,000 |
SWATCH GROUP I |
250.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
GQ7958 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.26 |
| Intrinsic value: |
10.26 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.28 |
| Parity: |
10.26 |
| Time value: |
0.35 |
| Break-even: |
159.07 |
| Moneyness: |
1.63 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
0.66% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-1.14 |
| Rho: |
-1.67 |
Quote data
| Open: |
10.51 |
| High: |
10.51 |
| Low: |
10.51 |
| Previous Close: |
10.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.50% |
| 1 Month |
|
|
+32.87% |
| 3 Months |
|
|
+57.57% |
| YTD |
|
|
+127.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.04 |
10.11 |
| 1M High / 1M Low: |
11.04 |
7.57 |
| 6M High / 6M Low: |
11.04 |
5.22 |
| High (YTD): |
2024-09-23 |
11.04 |
| Low (YTD): |
2024-01-02 |
4.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.42% |
| Volatility 6M: |
|
65.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
