Goldman Sachs Put 10 NDX1 20.06.2025
/ DE000GP753N3
Goldman Sachs Put 10 NDX1 20.06.2.../ DE000GP753N3 /
| 2024-06-03 4:12:09 PM |
Chg.-0.050 |
Bid4:43:30 PM |
Ask4:43:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-5.05% |
0.950
Bid Size: 5,000 |
1.650
Ask Size: 1,000 |
NORDEX SE O.N. |
10.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
GP753N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.40 |
| Parity: |
-4.42 |
| Time value: |
1.70 |
| Break-even: |
8.30 |
| Moneyness: |
0.69 |
| Premium: |
0.42 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.74 |
| Spread %: |
77.08% |
| Delta: |
-0.18 |
| Theta: |
0.00 |
| Omega: |
-1.54 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.940 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.05% |
| 1 Month |
|
|
-26.56% |
| 3 Months |
|
|
-46.29% |
| YTD |
|
|
-56.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.930 |
| 1M High / 1M Low: |
1.290 |
0.930 |
| 6M High / 6M Low: |
2.570 |
0.930 |
| High (YTD): |
2024-01-19 |
2.570 |
| Low (YTD): |
2024-05-28 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.98% |
| Volatility 6M: |
|
57.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
