Goldman Sachs Put 55 MBG 20.12.20.../  DE000GG26MA9  /

EUWAX
2024-06-19  10:20:34 AM Chg.0.000 Bid6:00:00 PM Ask6:00:00 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 55.00 EUR 2024-12-20 Put
 

Master data

WKN: GG26MA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 55.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -43.81
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -0.85
Time value: 0.15
Break-even: 53.55
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 16.00%
Delta: -0.19
Theta: -0.01
Omega: -8.11
Rho: -0.07
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+33.33%
3 Months
  -7.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.130 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -