Goldman Sachs Put 150 CFR 19.12.2025
/ DE000GG2YBX1
Goldman Sachs Put 150 CFR 19.12.2.../ DE000GG2YBX1 /
| 2024-05-27 11:07:28 AM |
Chg.-0.02 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
-0.83% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
150.00 CHF |
2025-12-19 |
Put |
Master data
| WKN: |
GG2YBX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.80 |
| Time value: |
1.69 |
| Break-even: |
126.28 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
2.47% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-2.34 |
| Rho: |
-1.30 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.27% |
| 1 Month |
|
|
-27.93% |
| 3 Months |
|
|
-20.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.34 |
| 1M High / 1M Low: |
3.30 |
2.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
