Goldman Sachs Put 14 DBK 20.06.20.../  DE000GG0YG03  /

EUWAX
2024-06-21  9:19:46 AM Chg.-0.02 Bid8:00:01 PM Ask8:00:01 PM Underlying Strike price Expiration date Option type
1.51EUR -1.31% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BANK AG NA ... 14.00 EUR 2025-06-20 Put
 

Master data

WKN: GG0YG0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 14.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-13
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.51
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -0.74
Time value: 1.55
Break-even: 12.45
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 3.33%
Delta: -0.34
Theta: 0.00
Omega: -3.20
Rho: -0.06
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.93%
1 Month  
+21.77%
3 Months
  -27.75%
YTD
  -50.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.66 1.53
1M High / 1M Low: 1.66 1.21
6M High / 6M Low: 3.37 1.18
High (YTD): 2024-02-09 3.37
Low (YTD): 2024-04-26 1.18
52W High: - -
52W Low: - -
Avg. price 1W:   1.59
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   2.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.48%
Volatility 6M:   84.42%
Volatility 1Y:   -
Volatility 3Y:   -