Goldman Sachs Put 15 INN1 19.12.2.../  DE000GG58RT1  /

EUWAX
2024-06-07  9:59:17 AM Chg.-0.19 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.53EUR -11.05% -
Bid Size: -
-
Ask Size: -
ING GROEP NV EO... 15.00 EUR 2025-12-19 Put
 

Master data

WKN: GG58RT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 2025-12-19
Issue date: 2024-03-15
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.42
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -1.39
Time value: 1.74
Break-even: 13.26
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.12
Spread abs.: 0.15
Spread %: 9.43%
Delta: -0.29
Theta: 0.00
Omega: -2.75
Rho: -0.10
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.29%
1 Month
  -11.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.72 1.53
1M High / 1M Low: 1.75 1.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -