Goldman Sachs Put 250 UHR 20.06.2025
/ DE000GQ79582
Goldman Sachs Put 250 UHR 20.06.2.../ DE000GQ79582 /
| 2024-06-24 10:43:37 AM |
Chg.-0.28 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.81EUR |
-3.95% |
6.60
Bid Size: 3,000 |
6.70
Ask Size: 3,000 |
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: |
-2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.61 |
| Intrinsic value: |
6.61 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
6.61 |
| Time value: |
0.52 |
| Break-even: |
190.15 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.14 |
| Spread %: |
2.00% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-1.82 |
| Rho: |
-1.99 |
Quote data
| Open: |
6.81 |
| High: |
6.81 |
| Low: |
6.81 |
| Previous Close: |
7.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.22% |
| 1 Month |
|
|
+3.81% |
| 3 Months |
|
|
+11.64% |
| YTD |
|
|
+47.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.42 |
6.76 |
| 1M High / 1M Low: |
7.42 |
6.19 |
| 6M High / 6M Low: |
7.42 |
4.61 |
| High (YTD): |
2024-06-17 |
7.42 |
| Low (YTD): |
2024-01-02 |
4.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.52% |
| Volatility 6M: |
|
66.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
