Goldman Sachs Put 155 USD/JPY 10.01.2025
/ DE000GG87CH7
Goldman Sachs Put 155 USD/JPY 10..../ DE000GG87CH7 /
1/8/2025 9:23:05 PM |
Chg.-0.025 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.022EUR |
-53.19% |
- Bid Size: - |
- Ask Size: - |
- |
155.00 JPY |
1/10/2025 |
Put |
Master data
WKN: |
GG87CH |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 JPY |
Maturity: |
1/10/2025 |
Issue date: |
5/17/2024 |
Last trading day: |
1/9/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-36,479,701.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
1,142,153.82 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
16.36 |
Parity: |
-50,228.56 |
Time value: |
0.07 |
Break-even: |
25,398.30 |
Moneyness: |
0.98 |
Premium: |
0.02 |
Premium p.a.: |
32.29 |
Spread abs.: |
0.03 |
Spread %: |
73.17% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-922.87 |
Rho: |
0.00 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.022 |
Previous Close: |
0.047 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-90.00% |
1 Month |
|
|
-99.43% |
3 Months |
|
|
-99.62% |
YTD |
|
|
-90.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.047 |
1M High / 1M Low: |
3.080 |
0.047 |
6M High / 6M Low: |
10.560 |
0.047 |
High (YTD): |
1/2/2025 |
0.170 |
Low (YTD): |
1/7/2025 |
0.047 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.148 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.953 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
365.26% |
Volatility 6M: |
|
263.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |