Goldman Sachs Put 60 MBG 21.03.20.../  DE000GG5HN00  /

EUWAX
2024-06-06  9:54:37 AM Chg.+0.010 Bid1:02:20 PM Ask1:02:20 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% 0.270
Bid Size: 50,000
0.280
Ask Size: 50,000
MERCEDES-BENZ GROUP ... 60.00 EUR 2025-03-21 Put
 

Master data

WKN: GG5HN0
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: 2025-03-21
Issue date: 2024-03-21
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.86
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.56
Time value: 0.30
Break-even: 57.00
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 11.11%
Delta: -0.27
Theta: -0.01
Omega: -5.93
Rho: -0.16
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+17.39%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.250
1M High / 1M Low: 0.280 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -