Goldman Sachs Put 35 BAYN 20.06.2025
/ DE000GG01P16
Goldman Sachs Put 35 BAYN 20.06.2.../ DE000GG01P16 /
| 2024-05-03 9:43:21 AM |
Chg.+0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+4.05% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
35.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
GG01P1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.70 |
| Time value: |
0.09 |
| Break-even: |
27.12 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.29% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-2.17 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+4.05% |
| 3 Months |
|
|
-10.47% |
| YTD |
|
|
+32.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.740 |
| 1M High / 1M Low: |
0.960 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-07 |
0.970 |
| Low (YTD): |
2024-01-09 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.785 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.848 |
| Avg. volume 1M: |
|
7,142.857 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
