Goldman Sachs Put 70 WMT 20.06.2025
/ DE000GG5CQT6
Goldman Sachs Put 70 WMT 20.06.20.../ DE000GG5CQT6 /
2024-06-14 10:51:02 AM |
Chg.-0.010 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-1.85% |
0.530 Bid Size: 30,000 |
0.550 Ask Size: 30,000 |
Walmart Inc |
70.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
GG5CQT |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-19 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
0.31 |
Time value: |
0.22 |
Break-even: |
59.89 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
1.92% |
Delta: |
-0.48 |
Theta: |
0.00 |
Omega: |
-5.67 |
Rho: |
-0.36 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.16% |
1 Month |
|
|
-41.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.490 |
1M High / 1M Low: |
0.960 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.619 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |