Goldman Sachs Put 45 BAER 20.06.2025
/ DE000GG0F8E8
Goldman Sachs Put 45 BAER 20.06.2.../ DE000GG0F8E8 /
| 5/31/2024 9:58:29 AM |
Chg.-0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
45.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
GG0F8E |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.91 |
| Time value: |
0.33 |
| Break-even: |
42.69 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
10.07% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-3.73 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
-23.68% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-57.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.380 |
0.260 |
| 6M High / 6M Low: |
0.840 |
0.260 |
| High (YTD): |
1/17/2024 |
0.760 |
| Low (YTD): |
5/24/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.537 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.75% |
| Volatility 6M: |
|
94.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
