Goldman Sachs Put 60 MBG 19.12.20.../  DE000GG1N5A1  /

EUWAX
21/06/2024  10:33:45 Chg.+0.010 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.580EUR +1.75% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 60.00 EUR 19/12/2025 Put
 

Master data

WKN: GG1N5A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.72
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.43
Time value: 0.60
Break-even: 54.00
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 5.26%
Delta: -0.30
Theta: -0.01
Omega: -3.26
Rho: -0.38
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.92%
1 Month  
+9.43%
3 Months  
+11.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.570
1M High / 1M Low: 0.610 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -