Goldman Sachs Put 60 NEE 21.06.20.../  DE000GP0EBA4  /

EUWAX
6/4/2024  10:21:24 AM Chg.0.000 Bid8:16:08 PM Ask8:16:08 PM Underlying Strike price Expiration date Option type
0.009EUR 0.00% 0.007
Bid Size: 100,000
0.014
Ask Size: 100,000
NextEra Energy Inc 60.00 - 6/21/2024 Put
 

Master data

WKN: GP0EBA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 6/21/2024
Issue date: 3/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -356.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.26
Parity: -1.12
Time value: 0.02
Break-even: 59.80
Moneyness: 0.84
Premium: 0.16
Premium p.a.: 23.50
Spread abs.: 0.01
Spread %: 100.00%
Delta: -0.06
Theta: -0.03
Omega: -19.89
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -70.00%
3 Months
  -98.45%
YTD
  -97.63%
1 Year
  -96.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.009
1M High / 1M Low: 0.022 0.007
6M High / 6M Low: 0.600 0.007
High (YTD): 2/14/2024 0.600
Low (YTD): 5/23/2024 0.007
52W High: 10/9/2023 1.160
52W Low: 5/23/2024 0.007
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.346
Avg. volume 1Y:   0.000
Volatility 1M:   316.54%
Volatility 6M:   223.51%
Volatility 1Y:   203.79%
Volatility 3Y:   -