New Title - Goldman Sachs

44 DATENBANK INDEXWARRANTS, CALL-SPREAD-, COMMODITY-WARRANTS
S&P 500
1’100
23.02.05 20.05.05
NIKKEI 225
1’250
1’200
1’150
10’800
23.02.05 20.05.05
KOSPI 200
115
23.02.05 20.05.05
NESTLÉ
135
130
125
120
310
23.02.05 07.06.05
BRENT CRUDE OIL
12’000
11’700
11’400
11’100
340
330
320
56
50
44
38
32
02.01.05 23.05.05
INDEXWARRANTS STAND: 30.05.2005
Valor Symbol Typ Art Strike Verfall Ratio Geld Brief Delta Omega Prämie p.a.(%)
S&P 500 Stand: USD 1’197.63
1884930 SPULE Call A USD 1’200.00 17.06.05 0.01 0.12 0.13 0.48 54.29 21.79
2039648 SPXON Call A USD 1’250.00 17.06.05 0.01 0.00 0.01 0.02 32.62 90.04
2039649 SPXOM Call A USD 1’300.00 17.06.05 0.01 0.00 0.01 0.00 1.48 174.70
1884932 SPANG Put A USD 1’000.00 17.06.05 0.01 0.00 0.01 0.00 -5.93 335.99
2039637 SPXOP Put A USD 1’100.00 17.06.05 0.01 0.01 0.02 -0.03 -19.27 168.04
2039650 SPXOY Put A USD 1’150.00 17.06.05 0.01 0.03 0.04 -0.09 -34.84 86.12
2039638 SPXOQ Call A USD 1’250.00 16.09.05 0.01 0.16 0.17 0.26 22.94 18.48
2039639 SPXOR Call A USD 1’300.00 16.09.05 0.01 0.04 0.05 0.08 22.54 29.75
2039641 SPXOT Put A USD 1’100.00 16.09.05 0.01 0.12 0.13 -0.14 -16.42 30.23
2039640 SPXOS Put A USD 1’200.00 16.09.05 0.01 0.40 0.42 -0.48 -16.98 8.82
1884933 SPALT Call A USD 1’200.00 16.12.05 0.01 0.65 0.66 0.55 12.31 8.49
2039642 SPXOX Call A USD 1’300.00 16.12.05 0.01 0.15 0.16 0.20 18.07 17.57
1884934 SPAFF Put A USD 1’000.00 16.12.05 0.01 0.09 0.10 -0.08 -12.16 31.35
2039643 SPXOV Put A USD 1’100.00 16.12.05 0.01 0.24 0.25 -0.20 -11.92 17.95
Japan
Nikkei 225 Stand: JPY 11’224.93
1988321 NIKGS Call A JPY 11’500.00 06.06.05 0.10 0.02 0.04 0.11 35.07 143.98
1942421 NIKGO Call A JPY 12’000.00 06.06.05 1.00 0.00 0.01 0.00 25.74 360.45
1942423 NIKPY Put A JPY 9’500.00 06.06.05 1.00 0.00 0.01 0.00 0.00 801.69
1988323 NIKYO Put A JPY 10’000.00 06.06.05 0.10 0.00 0.01 0.00 0.00 573.07
1867211 NIKRE Call A JPY 13’000.00 10.06.05 0.10 0.00 0.01 0.00 0.00 527.30
1942422 NIKOX Call A JPY 12’000.00 15.12.05 1.00 2.25 2.34 0.26 14.52 16.00
1867212 NIKON Call A JPY 14’000.00 15.12.05 0.10 0.01 0.02 0.02 10.94 45.63
1988322 NIKBR Call A JPY 12’500.00 21.12.05 0.10 0.11 0.12 0.15 16.41 21.88
1988324 NIKAI Put A JPY 10’000.00 21.12.05 0.10 0.20 0.21 -0.17 -10.24 22.33
1867213 NIKVR Call A JPY 15’000.00 09.06.06 0.10 0.03 0.04 0.02 7.08 33.04
Topix Index Stand: JPY 1’141.76
1867216 TOPIC Call A JPY 1’200.00 10.06.05 1.00 0.01 0.02 0.03 18.33 174.33
Korea
Kospi 200 Index Stand: KRW 124.64
1867218 KOREA Call A KRW 130.00 10.06.05 100.00 0.03 0.05 0.06 17.24 153.47
CALL-SPREAD-WARRANTS STAND: 30.05.2005
Valor Symbol Art Strike Verfall Ratio Geld Brief Delta Omega
Schweiz
CREDIT SUISSE GROUP Stand: CHF 49.90
1905342 CSGSE E CHF 45.00 17.06.05 0.20 0.94 0.96 0.84 8.78
Nestlé Stand: CHF 331.50
1932512 NESLS E CHF 300.00 17.06.05 0.02 0.57 0.58 0.38 4.32
COMMODITY-WARRANTS STAND: 30.05.2005
Valor Symbol Typ Art Strike Verfall Ratio Geld Brief Delta Omega Prämie p.a.(%)
Brent Crude Oil Future September 2005 Stand: USD 51.49
2071008 OILSK Call A USD 30.00 11.08.05 0.20 5.31 5.37 1.00 2.37 1.89
2071009 OILSO Call A USD 35.00 11.08.05 0.20 4.07 4.13 1.00 3.09 1.81
2071011 OILSZ Call A USD 40.00 11.08.05 0.20 2.87 2.91 0.96 4.22 2.52
2071012 OILSB Call A USD 45.00 11.08.05 0.20 1.76 1.80 0.84 5.96 7.54
2071014 OILST Call A USD 50.00 11.08.05 0.20 0.94 0.98 0.61 7.95 23.93
2071000 OILSF Put A USD 30.00 11.08.05 0.20 0.00 0.04 0.00 0.00 210.27
2071002 OILSC Put A USD 35.00 11.08.05 0.20 0.00 0.02 0.00 -2.55 160.94
2071004 OILSX Put A USD 40.00 11.08.05 0.20 0.03 0.07 -0.04 -6.74 114.35
2071005 OILSH Put A USD 45.00 11.08.05 0.20 0.16 0.20 -0.16 -9.94 70.89
2071007 OILSI Put A USD 50.00 11.08.05 0.20 0.55 0.59 -0.38 -8.30 37.64
2107628 OILSD Put A USD 55.00 11.08.05 0.20 1.28 1.32 -0.64 -6.22 17.72
2107629 OILSP Put A USD 60.00 11.08.05 0.20 2.27 2.31 -0.83 -4.57 7.99
Brent Crude Oil Future December 2005 Stand: USD 51.73
2107630 OILDA Call A USD 40.00 10.11.05 0.20 3.20 3.26 0.92 3.60 6.16
2107631 OILDB Call A USD 45.00 10.11.05 0.20 2.23 2.29 0.80 4.47 10.82
2107632 OILDC Call A USD 50.00 10.11.05 0.20 1.44 1.48 0.64 5.52 18.25
2107633 OILDE Put A USD 40.00 10.11.05 0.20 0.14 0.18 -0.09 -6.12 53.61
Massgeblich sind ausschliesslich die Options- bzw. Zertifikatsbedingungen