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Goldman Sachs Put 65 MBG 20.12.20.../  DE000GG0SK13  /

EUWAX
2024-06-18  11:43:39 AM Chg.-0.030 Bid5:12:37 PM Ask5:12:37 PM Underlying Strike price Expiration date Option type
0.430EUR -6.52% 0.430
Bid Size: 50,000		 0.440
Ask Size: 50,000		 MERCEDES-BENZ GROUP ... 65.00 EUR 2024-12-20 Put
 

Master data

WKN: GG0SK1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 65.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.47
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.14
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.14
Time value: 0.33
Break-even: 60.28
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 4.42%
Delta: -0.47
Theta: -0.01
Omega: -6.36
Rho: -0.18
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.47%
1 Month  
+48.28%
3 Months  
+26.47%
YTD
  -50.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.340
1M High / 1M Low: 0.460 0.300
6M High / 6M Low: 1.060 0.250
High (YTD): 2024-01-22 1.060
Low (YTD): 2024-05-15 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.511
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.12%
Volatility 6M:   120.26%
Volatility 1Y:   -
Volatility 3Y:   -