Goldman Sachs Put 220 AMAT 21.02.2025
/ DE000GJ3Z4L9
Goldman Sachs Put 220 AMAT 21.02..../ DE000GJ3Z4L9 /
| 23/01/2025 10:44:53 |
Chg.+0.09 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
+3.52% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
220.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
GJ3Z4L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
18/09/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
2.35 |
| Time value: |
0.24 |
| Break-even: |
185.48 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
4.02% |
| Delta: |
-0.79 |
| Theta: |
-0.11 |
| Omega: |
-5.72 |
| Rho: |
-0.14 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.54% |
| 1 Month |
|
|
-50.09% |
| 3 Months |
|
|
-27.99% |
| YTD |
|
|
-48.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.56 |
| 1M High / 1M Low: |
5.38 |
2.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
5.38 |
| Low (YTD): |
22/01/2025 |
2.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |