Goldman Sachs Put 320 AMGN 21.02.2025
/ DE000GJ7K206
Goldman Sachs Put 320 AMGN 21.02..../ DE000GJ7K206 /
| 1/24/2025 10:28:40 AM |
Chg.-0.37 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.24EUR |
-8.03% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
320.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
GJ7K20 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
11/28/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
4.25 |
| Time value: |
0.21 |
| Break-even: |
260.31 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.13 |
| Spread %: |
3.00% |
| Delta: |
-0.84 |
| Theta: |
-0.14 |
| Omega: |
-4.97 |
| Rho: |
-0.20 |
Quote data
| Open: |
4.24 |
| High: |
4.24 |
| Low: |
4.24 |
| Previous Close: |
4.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.03% |
| 1 Month |
|
|
-23.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
-21.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.77 |
4.24 |
| 1M High / 1M Low: |
5.96 |
4.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
5.96 |
| Low (YTD): |
1/24/2025 |
4.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |