Goldman Sachs Put 35 ABBN 20.06.2025
/ DE000GP7EA07
Goldman Sachs Put 35 ABBN 20.06.2.../ DE000GP7EA07 /
| 2024-06-13 9:15:49 AM |
Chg.-0.050 |
Bid12:53:25 PM |
Ask12:53:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-7.35% |
0.640
Bid Size: 5,000 |
0.740
Ask Size: 5,000 |
ABB LTD N |
35.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
GP7EA0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-51.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-16.80 |
| Time value: |
1.03 |
| Break-even: |
35.17 |
| Moneyness: |
0.68 |
| Premium: |
0.34 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.30 |
| Spread %: |
41.10% |
| Delta: |
-0.09 |
| Theta: |
0.00 |
| Omega: |
-4.88 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-21.25% |
| 3 Months |
|
|
-63.37% |
| YTD |
|
|
-81.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.630 |
| 1M High / 1M Low: |
0.800 |
0.630 |
| 6M High / 6M Low: |
4.040 |
0.630 |
| High (YTD): |
2024-01-19 |
4.040 |
| Low (YTD): |
2024-06-06 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.55% |
| Volatility 6M: |
|
86.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
