Goldman Sachs Put 40 SZG 20.06.2025
/ DE000GP79HZ6
Goldman Sachs Put 40 SZG 20.06.20.../ DE000GP79HZ6 /
| 2024-06-06 4:28:06 PM |
Chg.+0.03 |
Bid5:35:28 PM |
Ask5:35:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+1.65% |
1.83
Bid Size: 10,000 |
1.98
Ask Size: 10,000 |
SALZGITTER AG O.N. |
40.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
GP79HZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.35 |
| Parity: |
1.85 |
| Time value: |
0.13 |
| Break-even: |
20.20 |
| Moneyness: |
1.86 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
8.20% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-0.70 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.84 |
| High: |
1.85 |
| Low: |
1.84 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.45% |
| 1 Month |
|
|
+16.35% |
| 3 Months |
|
|
+6.32% |
| YTD |
|
|
+37.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.66 |
| 1M High / 1M Low: |
1.86 |
1.59 |
| 6M High / 6M Low: |
1.86 |
1.25 |
| High (YTD): |
2024-06-04 |
1.86 |
| Low (YTD): |
2024-01-02 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.21% |
| Volatility 6M: |
|
51.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
