Goldman Sachs Put 120 CFR 19.12.2025
/ DE000GG2ULY6
Goldman Sachs Put 120 CFR 19.12.2.../ DE000GG2ULY6 /
| 2024-05-28 2:01:32 PM |
Chg.-0.03 |
Bid3:07:59 PM |
Ask3:07:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-2.97% |
1.00
Bid Size: 20,000 |
1.02
Ask Size: 20,000 |
RICHEMONT N |
120.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
GG2ULY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
-2.33 |
| Time value: |
1.06 |
| Break-even: |
110.36 |
| Moneyness: |
0.84 |
| Premium: |
0.24 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
8.16% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-3.07 |
| Rho: |
-0.67 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-31.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
1.01 |
| 1M High / 1M Low: |
1.53 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
