Goldman Sachs Put 250 AMAT 17.01.2025
/ DE000GG4F7R8
Goldman Sachs Put 250 AMAT 17.01..../ DE000GG4F7R8 /
| 1/9/2025 9:53:56 AM |
Chg.- |
Bid12:25:12 PM |
Ask12:25:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.11EUR |
- |
7.10
Bid Size: 3,000 |
7.25
Ask Size: 3,000 |
Applied Materials In... |
250.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
GG4F7R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.09 |
| Intrinsic value: |
7.09 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.40 |
| Parity: |
7.09 |
| Time value: |
0.17 |
| Break-even: |
170.20 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.10 |
| Spread %: |
1.40% |
| Delta: |
-0.90 |
| Theta: |
-0.51 |
| Omega: |
-2.13 |
| Rho: |
-0.04 |
Quote data
| Open: |
7.11 |
| High: |
7.11 |
| Low: |
7.11 |
| Previous Close: |
6.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.82% |
| 1 Month |
|
|
-4.95% |
| 3 Months |
|
|
+61.59% |
| YTD |
|
|
-11.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.25 |
6.93 |
| 1M High / 1M Low: |
8.79 |
6.93 |
| 6M High / 6M Low: |
8.79 |
2.05 |
| High (YTD): |
1/2/2025 |
8.31 |
| Low (YTD): |
1/7/2025 |
6.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.78% |
| Volatility 6M: |
|
136.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |