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

EUWAX
21/06/2024  09:36:04 Chg.0.000 Bid21/06/2024 Ask21/06/2024 Underlying Strike price Expiration date Option type
0.400EUR 0.00% 0.400
Bid Size: 50,000		 0.410
Ask Size: 50,000		 MERCEDES-BENZ GROUP ... 65.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 08/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.71
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.12
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.12
Time value: 0.32
Break-even: 60.66
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 4.83%
Delta: -0.47
Theta: -0.01
Omega: -6.86
Rho: -0.17
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+21.21%
3 Months  
+25.00%
YTD
  -54.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 0.460 0.320
6M High / 6M Low: 1.060 0.250
High (YTD): 22/01/2024 1.060
Low (YTD): 15/05/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.501
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.18%
Volatility 6M:   120.50%
Volatility 1Y:   -
Volatility 3Y:   -