Goldman Sachs Put 11 FTE 21.03.2025
/ DE000GG5P988
Goldman Sachs Put 11 FTE 21.03.20.../ DE000GG5P988 /
| 2024-05-03 10:46:38 AM |
Chg.-0.07 |
Bid1:50:06 PM |
Ask1:50:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-5.74% |
1.13
Bid Size: 30,000 |
1.14
Ask Size: 30,000 |
ORANGE INH. ... |
11.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
GG5P98 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.13 |
| Parity: |
0.60 |
| Time value: |
0.70 |
| Break-even: |
9.71 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
13.16% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-3.83 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.54% |
| 1 Month |
|
|
+32.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.18 |
| 1M High / 1M Low: |
1.28 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
