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Goldman Sachs Put 40 8GM 20.06.20.../  DE000GP76VG3  /

EUWAX
2024-06-14  11:35:01 AM Chg.+0.030 Bid4:32:11 PM Ask4:32:11 PM Underlying Strike price Expiration date Option type
0.220EUR +15.79% 0.240
Bid Size: 50,000		 0.250
Ask Size: 5,000		 GENERAL MOTORS D... 40.00 - 2025-06-20 Put
 

Master data

WKN: GP76VG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.99
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -0.44
Time value: 0.22
Break-even: 37.78
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 4.72%
Delta: -0.26
Theta: 0.00
Omega: -5.17
Rho: -0.14
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -12.00%
3 Months
  -48.84%
YTD
  -65.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.320 0.190
6M High / 6M Low: 0.730 0.190
High (YTD): 2024-01-18 0.730
Low (YTD): 2024-06-13 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.20%
Volatility 6M:   78.64%
Volatility 1Y:   -
Volatility 3Y:   -