Goldman Sachs Put 250 HNR1 21.03.2025
/ DE000GG9SXA0
Goldman Sachs Put 250 HNR1 21.03..../ DE000GG9SXA0 /
24/01/2025 17:18:51 |
Chg.+0.060 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+13.33% |
- Bid Size: - |
- Ask Size: - |
HANNOVER RUECK SE NA... |
250.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
GG9SXA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
HANNOVER RUECK SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
19/06/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-38.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
-0.78 |
Time value: |
0.67 |
Break-even: |
243.27 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.26 |
Spread %: |
62.95% |
Delta: |
-0.35 |
Theta: |
-0.08 |
Omega: |
-13.40 |
Rho: |
-0.15 |
Quote data
Open: |
0.460 |
High: |
0.510 |
Low: |
0.460 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.73% |
1 Month |
|
|
-57.85% |
3 Months |
|
|
-67.10% |
YTD |
|
|
-59.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.450 |
1M High / 1M Low: |
1.270 |
0.450 |
6M High / 6M Low: |
3.980 |
0.450 |
High (YTD): |
02/01/2025 |
1.050 |
Low (YTD): |
23/01/2025 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.534 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.798 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.419 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.32% |
Volatility 6M: |
|
163.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |