Goldman Sachs Put 80 SIE 20.06.2025
/ DE000GP77448
Goldman Sachs Put 80 SIE 20.06.20.../ DE000GP77448 /
| 2024-06-25 11:18:22 AM |
Chg.0.000 |
Bid1:02:23 PM |
Ask1:02:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
0.00% |
0.090
Bid Size: 20,000 |
0.120
Ask Size: 20,000 |
SIEMENS AG NA O.N. |
80.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
GP7744 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-86.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
-9.10 |
| Time value: |
0.20 |
| Break-even: |
78.03 |
| Moneyness: |
0.47 |
| Premium: |
0.54 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.10 |
| Spread %: |
103.09% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-3.63 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
-52.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.090 |
| 1M High / 1M Low: |
0.110 |
0.069 |
| 6M High / 6M Low: |
0.210 |
0.069 |
| High (YTD): |
2024-01-04 |
0.210 |
| Low (YTD): |
2024-06-03 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.116 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.55% |
| Volatility 6M: |
|
117.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
