Goldman Sachs Put 60 BEI 20.12.20.../  DE000GZ6BUA5  /

EUWAX
03/06/2024  09:39:38 Chg.-0.001 Bid15:06:13 Ask15:06:13 Underlying Strike price Expiration date Option type
0.015EUR -6.25% 0.016
Bid Size: 10,000
0.066
Ask Size: 10,000
BEIERSDORF AG O.N. 60.00 - 20/12/2024 Put
 

Master data

WKN: GZ6BUA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 20/12/2024
Issue date: 02/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -87.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.14
Parity: -8.44
Time value: 0.17
Break-even: 58.35
Moneyness: 0.42
Premium: 0.60
Premium p.a.: 1.35
Spread abs.: 0.15
Spread %: 1,000.00%
Delta: -0.04
Theta: -0.02
Omega: -3.25
Rho: -0.04
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -25.00%
3 Months
  -25.00%
YTD
  -46.43%
1 Year
  -81.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.015
1M High / 1M Low: 0.021 0.014
6M High / 6M Low: 0.031 0.014
High (YTD): 05/04/2024 0.031
Low (YTD): 24/05/2024 0.014
52W High: 09/06/2023 0.080
52W Low: 24/05/2024 0.014
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.041
Avg. volume 1Y:   0.000
Volatility 1M:   166.96%
Volatility 6M:   141.67%
Volatility 1Y:   149.73%
Volatility 3Y:   -