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Gamma Monitor - EUR: EUR Vanilla, Midcurve and CMS Curve Options

发布日期: 2026-08-03研究机构: Goldman Sachs报告页数: 8原文语言: English证据页码: 7

研报英文原文证据摘录

Gamma Monitor - EUR: EUR Vanilla, Midcurve and CMS Curve Options

Disclaimer FICC and Equities

This material is for your private information and does not constitute an offer or invitation to enter into any transaction or agreement. This material has been issued by Goldman Sachs & Co. LLC. and/or one of its affiliates and has been approved by Goldman

Sachs International, which is authorized by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority, in connection with its distribution in the United Kingdom and by Goldman Sachs Canada in

connection with its distribution in Canada. This material is distributed in Hong Kong by Goldman Sachs (Asia) L.L.C., in Japan by Goldman Sachs (Japan) Ltd., and in Singapore through Goldman Sachs (Singapore) Pte. Neither Goldman Sachs & Co. LLC. nor

its representative in Seoul, Korea, is licensed to engage in the securities business in the Republic of Korea. Transactions in futures and options give rise to substantial risk and are not suitable for all investors. This material may contain, or otherwise be based

upon, information we received from third party sources. Where this is the case, we do not represent that such information is accurate or complete, and we are not responsible for errors or omissions in such information. Any opinions expressed in this material are

our present opinions only.

Options Risk Disclosure

Options may trade at a value other than that which may be inferred from the current levels of interest rates, dividends (if applicable) and the underlier due to other factors including, but not limited to, expectations of future levels of interest rates, future levels of

dividends and the volatility of the underlier at any time prior to maturity.

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