Goldman Sachs Put 12 FTE 20.06.2025
/ DE000GQ58QE4
Goldman Sachs Put 12 FTE 20.06.20.../ DE000GQ58QE4 /
2024-05-17 10:36:58 AM |
Chg.-0.11 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.89EUR |
-5.50% |
- Bid Size: - |
- Ask Size: - |
ORANGE INH. ... |
12.00 - |
2025-06-20 |
Put |
Master data
WKN: |
GQ58QE |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-09-25 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.37 |
Historic volatility: |
0.13 |
Parity: |
1.19 |
Time value: |
0.87 |
Break-even: |
9.94 |
Moneyness: |
1.11 |
Premium: |
0.08 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.20 |
Spread %: |
10.75% |
Delta: |
-0.49 |
Theta: |
0.00 |
Omega: |
-2.57 |
Rho: |
-0.08 |
Quote data
Open: |
1.89 |
High: |
1.89 |
Low: |
1.89 |
Previous Close: |
2.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.50% |
1 Month |
|
|
-0.53% |
3 Months |
|
|
+1.61% |
YTD |
|
|
-19.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.03 |
1.89 |
1M High / 1M Low: |
2.25 |
1.69 |
6M High / 6M Low: |
2.35 |
1.49 |
High (YTD): |
2024-04-16 |
2.28 |
Low (YTD): |
2024-01-23 |
1.49 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.18% |
Volatility 6M: |
|
65.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |