Goldman Sachs Put 8000 CAC 40 20.06.2025
/ DE000GQ21SN9
Goldman Sachs Put 8000 CAC 40 20..../ DE000GQ21SN9 /
| 24/01/2025 08:49:55 |
Chg.-0.61 |
Bid09:31:55 |
Ask09:31:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.54EUR |
-14.70% |
3.48
Bid Size: 200,000 |
3.49
Ask Size: 200,000 |
- |
8,000.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
GQ21SN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8,000.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
15/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-18.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
1.63 |
| Time value: |
2.61 |
| Break-even: |
7,576.50 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
-0.51 |
| Theta: |
-0.96 |
| Omega: |
-9.36 |
| Rho: |
-17.79 |
Quote data
| Open: |
3.54 |
| High: |
3.54 |
| Low: |
3.54 |
| Previous Close: |
4.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.69% |
| 1 Month |
|
|
-57.55% |
| 3 Months |
|
|
-45.95% |
| YTD |
|
|
-55.42% |
| 1 Year |
|
|
-56.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.42 |
4.15 |
| 1M High / 1M Low: |
8.19 |
4.15 |
| 6M High / 6M Low: |
9.56 |
4.15 |
| High (YTD): |
06/01/2025 |
7.83 |
| Low (YTD): |
23/01/2025 |
4.15 |
| 52W High: |
05/08/2024 |
9.56 |
| 52W Low: |
16/05/2024 |
3.76 |
| Avg. price 1W: |
|
4.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.26 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.48% |
| Volatility 6M: |
|
107.04% |
| Volatility 1Y: |
|
100.04% |
| Volatility 3Y: |
|
- |