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Goldman Sachs Put 60 MBG 20.06.20.../  DE000GP9ZKE3  /

EUWAX
5/16/2024  9:35:22 AM Chg.+0.030 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.360EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 60.00 EUR 6/20/2025 Put
 

Master data

WKN: GP9ZKE
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: 6/20/2025
Issue date: 7/26/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.21
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.90
Time value: 0.38
Break-even: 56.21
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 12.13%
Delta: -0.24
Theta: -0.01
Omega: -4.32
Rho: -0.22
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.00%
3 Months
  -37.93%
YTD
  -57.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.330
1M High / 1M Low: 0.440 0.330
6M High / 6M Low: 1.040 0.330
High (YTD): 1/17/2024 0.990
Low (YTD): 5/15/2024 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   403.226
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.89%
Volatility 6M:   86.52%
Volatility 1Y:   -
Volatility 3Y:   -