Goldman Sachs Put 12 NDX1 21.03.2025
/ DE000GG5S8S8
Goldman Sachs Put 12 NDX1 21.03.2.../ DE000GG5S8S8 /
| 1/24/2025 4:19:50 PM |
Chg.-0.09 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
12.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
GG5S8S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.40 |
| Parity: |
0.27 |
| Time value: |
1.17 |
| Break-even: |
10.56 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.30 |
| Spread %: |
26.32% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-3.83 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.00 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.00% |
| 1 Month |
|
|
-20.14% |
| 3 Months |
|
|
+5.71% |
| YTD |
|
|
-24.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.87 |
| 1M High / 1M Low: |
1.53 |
0.87 |
| 6M High / 6M Low: |
1.76 |
0.81 |
| High (YTD): |
1/8/2025 |
1.53 |
| Low (YTD): |
1/20/2025 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.69% |
| Volatility 6M: |
|
135.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |