Goldman Sachs Put 110 BMW 17.05.2024
/ DE000GG4L4E5
Goldman Sachs Put 110 BMW 17.05.2.../ DE000GG4L4E5 /
| 2024-05-15 11:27:23 AM |
Chg.- |
Bid9:22:35 AM |
Ask9:22:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
1.27
Bid Size: 5,000 |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
110.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
GG4L4E |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
4.82 |
| Historic volatility: |
0.21 |
| Parity: |
0.71 |
| Time value: |
0.75 |
| Break-even: |
95.40 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.33 |
| Spread %: |
29.20% |
| Delta: |
-0.55 |
| Theta: |
-5.12 |
| Omega: |
-3.91 |
| Rho: |
0.00 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.01% |
| 1 Month |
|
|
+36.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.05 |
| 1M High / 1M Low: |
1.42 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
