Goldman Sachs Put 167.5 EUR/JPY 10.01.2025
/ DE000GG87917
Goldman Sachs Put 167.5 EUR/JPY 1.../ DE000GG87917 /
08/01/2025 21:23:00 |
Chg.-0.05 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
2.58EUR |
-1.90% |
- Bid Size: - |
- Ask Size: - |
- |
167.50 JPY |
10/01/2025 |
Put |
Master data
WKN: |
GG8791 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
167.50 JPY |
Maturity: |
10/01/2025 |
Issue date: |
17/05/2024 |
Last trading day: |
09/01/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-1,014,461.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1,130,338.78 |
Intrinsic value: |
66,478.01 |
Implied volatility: |
- |
Historic volatility: |
14.35 |
Parity: |
66,478.01 |
Time value: |
-66,475.37 |
Break-even: |
27,446.53 |
Moneyness: |
1.02 |
Premium: |
-0.02 |
Premium p.a.: |
-0.99 |
Spread abs.: |
0.07 |
Spread %: |
2.72% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.58 |
High: |
2.80 |
Low: |
2.49 |
Previous Close: |
2.63 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.51% |
1 Month |
|
|
-57.84% |
3 Months |
|
|
-42.92% |
YTD |
|
|
+36.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.66 |
2.38 |
1M High / 1M Low: |
5.34 |
1.89 |
6M High / 6M Low: |
8.59 |
1.54 |
High (YTD): |
02/01/2025 |
3.66 |
Low (YTD): |
06/01/2025 |
2.38 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
408.78% |
Volatility 6M: |
|
233.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |