Goldman Sachs Put 240 HNR1 21.03.2025
/ DE000GG7VTR0
Goldman Sachs Put 240 HNR1 21.03..../ DE000GG7VTR0 /
10/01/2025 19:08:15 |
Chg.+0.080 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+18.60% |
- Bid Size: - |
- Ask Size: - |
HANNOVER RUECK SE NA... |
240.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
GG7VTR |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
HANNOVER RUECK SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
10/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-44.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-1.47 |
Time value: |
0.57 |
Break-even: |
234.30 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.15 |
Spread %: |
35.71% |
Delta: |
-0.28 |
Theta: |
-0.07 |
Omega: |
-12.39 |
Rho: |
-0.15 |
Quote data
Open: |
0.510 |
High: |
0.520 |
Low: |
0.510 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.00% |
1 Month |
|
|
-10.53% |
3 Months |
|
|
-30.14% |
YTD |
|
|
-34.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.400 |
1M High / 1M Low: |
0.860 |
0.400 |
6M High / 6M Low: |
3.120 |
0.400 |
High (YTD): |
02/01/2025 |
0.630 |
Low (YTD): |
07/01/2025 |
0.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.608 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.118 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.53% |
Volatility 6M: |
|
157.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |