Goldman Sachs Put 150 CGM 21.03.2025
/ DE000GG5SAC2
Goldman Sachs Put 150 CGM 21.03.2.../ DE000GG5SAC2 /
| 10/01/2025 14:12:03 |
Chg.-0.070 |
Bid16:45:47 |
Ask16:45:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-10.77% |
0.630
Bid Size: 10,000 |
0.680
Ask Size: 10,000 |
CAPGEMINI SE INH. EO... |
150.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
GG5SAC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
-0.70 |
| Time value: |
0.87 |
| Break-even: |
141.30 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.30 |
| Spread %: |
52.63% |
| Delta: |
-0.36 |
| Theta: |
-0.08 |
| Omega: |
-6.53 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
-19.44% |
| 3 Months |
|
|
+45.00% |
| YTD |
|
|
-13.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.570 |
| 1M High / 1M Low: |
0.950 |
0.570 |
| 6M High / 6M Low: |
0.990 |
0.230 |
| High (YTD): |
02/01/2025 |
0.710 |
| Low (YTD): |
08/01/2025 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.93% |
| Volatility 6M: |
|
174.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |