Goldman Sachs Put 6 BPE5 20.09.2024
/ DE000GZ8GW23
Goldman Sachs Put 6 BPE5 20.09.20.../ DE000GZ8GW23 /
| 31/05/2024 10:59:18 |
Chg.-0.02 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-1.47% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC D... |
6.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
GZ8GW2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BP PLC DL-,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.21 |
| Parity: |
0.25 |
| Time value: |
1.11 |
| Break-even: |
4.64 |
| Moneyness: |
1.04 |
| Premium: |
0.19 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.03 |
| Spread %: |
2.26% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-1.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
+38.14% |
| 3 Months |
|
|
-14.10% |
| YTD |
|
|
-17.28% |
| 1 Year |
|
|
-22.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.25 |
| 1M High / 1M Low: |
1.42 |
1.13 |
| 6M High / 6M Low: |
1.86 |
0.92 |
| High (YTD): |
22/01/2024 |
1.86 |
| Low (YTD): |
12/04/2024 |
0.92 |
| 52W High: |
22/01/2024 |
1.86 |
| 52W Low: |
12/04/2024 |
0.92 |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
93.76% |
| Volatility 6M: |
|
75.51% |
| Volatility 1Y: |
|
73.16% |
| Volatility 3Y: |
|
- |
