Goldman Sachs Put 20 NDX1 19.12.2025
/ DE000GG86WW6
Goldman Sachs Put 20 NDX1 19.12.2.../ DE000GG86WW6 /
| 2024-06-03 12:26:39 PM |
Chg.-0.11 |
Bid3:23:48 PM |
Ask3:23:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.52EUR |
-1.66% |
6.49
Bid Size: 1,000 |
7.19
Ask Size: 1,000 |
NORDEX SE O.N. |
20.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
GG86WW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-05-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.96 |
| Intrinsic value: |
5.58 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.40 |
| Parity: |
5.58 |
| Time value: |
1.76 |
| Break-even: |
12.66 |
| Moneyness: |
1.39 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.83 |
| Spread %: |
12.75% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-0.98 |
| Rho: |
-0.22 |
Quote data
| Open: |
6.62 |
| High: |
6.62 |
| Low: |
6.52 |
| Previous Close: |
6.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.15% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.68 |
6.51 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
