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Goldman Sachs Put 45 8GM 20.09.20.../  DE000GP5ZFE1  /

EUWAX
14/06/2024  10:54:31 Chg.+0.030 Bid17:40:17 Ask17:40:17 Underlying Strike price Expiration date Option type
0.130EUR +30.00% 0.170
Bid Size: 100,000		 0.180
Ask Size: 100,000		 GENERAL MOTORS D... 45.00 - 20/09/2024 Put
 

Master data

WKN: GP5ZFE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 20/09/2024
Issue date: 20/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -29.58
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.06
Implied volatility: 0.15
Historic volatility: 0.26
Parity: 0.06
Time value: 0.09
Break-even: 43.50
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 25.00%
Delta: -0.51
Theta: 0.00
Omega: -14.95
Rho: -0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -40.91%
3 Months
  -75.00%
YTD
  -84.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.100
1M High / 1M Low: 0.350 0.100
6M High / 6M Low: 0.970 0.100
High (YTD): 18/01/2024 0.970
Low (YTD): 13/06/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.521
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.27%
Volatility 6M:   140.90%
Volatility 1Y:   -
Volatility 3Y:   -