Goldman Sachs Put 55 RNL 20.06.20.../  DE000GG688B7  /

EUWAX
2024-09-20  9:35:05 AM Chg.+0.11 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.78EUR +6.59% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 55.00 EUR 2025-06-20 Put
 

Master data

WKN: GG688B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Put
Strike price: 55.00 EUR
Maturity: 2025-06-20
Issue date: 2024-04-17
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.09
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.65
Implied volatility: 0.57
Historic volatility: 0.29
Parity: 1.65
Time value: 0.19
Break-even: 36.60
Moneyness: 1.43
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.20
Spread %: 12.20%
Delta: -0.67
Theta: -0.01
Omega: -1.40
Rho: -0.33
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.09%
1 Month  
+22.76%
3 Months  
+71.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.67
1M High / 1M Low: 1.78 1.37
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -