Goldman Sachs Put 6 BP/ 20.09.2024
/ DE000GZ8GW23
Goldman Sachs Put 6 BP/ 20.09.202.../ DE000GZ8GW23 /
| 2024-06-07 10:54:03 AM |
Chg.+0.02 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+1.23% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC D... |
6.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.21 |
| Parity: |
0.54 |
| Time value: |
1.11 |
| Break-even: |
4.35 |
| Moneyness: |
1.10 |
| Premium: |
0.20 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.03 |
| Spread %: |
1.85% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-1.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.39% |
| 1 Month |
|
|
+25.19% |
| 3 Months |
|
|
+13.10% |
| YTD |
|
|
+1.23% |
| 1 Year |
|
|
+3.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.29 |
| 1M High / 1M Low: |
1.64 |
1.14 |
| 6M High / 6M Low: |
1.86 |
0.92 |
| High (YTD): |
2024-01-22 |
1.86 |
| Low (YTD): |
2024-04-12 |
0.92 |
| 52W High: |
2024-01-22 |
1.86 |
| 52W Low: |
2024-04-12 |
0.92 |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| 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: |
|
113.52% |
| Volatility 6M: |
|
81.46% |
| Volatility 1Y: |
|
76.63% |
| Volatility 3Y: |
|
- |
