Goldman Sachs Put 50 MBG 19.12.20.../  DE000GG1NC58  /

EUWAX
2024-09-19  9:46:11 AM Chg.-0.030 Bid10:05:09 PM Ask10:05:09 PM Underlying Strike price Expiration date Option type
0.340EUR -8.11% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 50.00 EUR 2025-12-19 Put
 

Master data

WKN: GG1NC5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.76
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.21
Parity: -0.90
Time value: 0.43
Break-even: 45.71
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.18
Spread abs.: 0.06
Spread %: 16.89%
Delta: -0.24
Theta: -0.01
Omega: -3.29
Rho: -0.23
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month  
+13.33%
3 Months  
+25.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.340
1M High / 1M Low: 0.460 0.270
6M High / 6M Low: 0.460 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.35%
Volatility 6M:   97.90%
Volatility 1Y:   -
Volatility 3Y:   -