Goldman Sachs Put 900 RAA 21.03.2025
/ DE000GG79C67
Goldman Sachs Put 900 RAA 21.03.2.../ DE000GG79C67 /
| 1/24/2025 6:19:56 PM |
Chg.-0.050 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
RATIONAL AG |
900.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
GG79C6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.46 |
| Time value: |
0.25 |
| Break-even: |
829.00 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
10.94% |
| Delta: |
-0.62 |
| Theta: |
-0.35 |
| Omega: |
-7.40 |
| Rho: |
-0.90 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.600 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.83% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
-30.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.600 |
| 1M High / 1M Low: |
1.070 |
0.600 |
| 6M High / 6M Low: |
1.640 |
0.530 |
| High (YTD): |
1/13/2025 |
1.070 |
| Low (YTD): |
1/24/2025 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.771 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.77% |
| Volatility 6M: |
|
119.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |