Goldman Sachs Put 30 ZAL 21.03.2025
/ DE000GG5S1C7
Goldman Sachs Put 30 ZAL 21.03.20.../ DE000GG5S1C7 /
| 6/7/2024 9:11:22 AM |
Chg.0.000 |
Bid10:59:55 AM |
Ask10:59:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
0.00% |
0.740
Bid Size: 100,000 |
0.750
Ask Size: 100,000 |
ZALANDO SE |
30.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
GG5S1C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.48 |
| Parity: |
0.59 |
| Time value: |
0.21 |
| Break-even: |
22.10 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
9.72% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-1.72 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.720 |
| 1M High / 1M Low: |
0.780 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
