Goldman Sachs Put 1.055 EUR/USD 10.01.2025
/ DE000GG87AY6
Goldman Sachs Put 1.055 EUR/USD 1.../ DE000GG87AY6 /
| 09/01/2025 15:09:59 |
Chg.+0.02 |
Bid16:32:57 |
Ask16:32:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+0.87% |
2.40
Bid Size: 200,000 |
2.45
Ask Size: 200,000 |
- |
1.055 USD |
10/01/2025 |
Put |
Master data
| WKN: |
GG87AY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.06 USD |
| Maturity: |
10/01/2025 |
| Issue date: |
17/05/2024 |
| Last trading day: |
09/01/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-43.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.06 |
| Parity: |
2.24 |
| Time value: |
0.04 |
| Break-even: |
1.00 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.33% |
| Delta: |
-0.93 |
| Theta: |
0.00 |
| Omega: |
-40.88 |
| Rho: |
0.00 |
Quote data
| Open: |
2.44 |
| High: |
2.46 |
| Low: |
2.32 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.60% |
| 1 Month |
|
|
+176.19% |
| 3 Months |
|
|
+792.31% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
1.93 |
| 1M High / 1M Low: |
2.85 |
0.84 |
| 6M High / 6M Low: |
2.85 |
0.12 |
| High (YTD): |
02/01/2025 |
2.85 |
| Low (YTD): |
07/01/2025 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
597.50% |
| Volatility 6M: |
|
364.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |