Goldman Sachs Put 70 MBG 21.03.2025
/ DE000GG5S164
Goldman Sachs Put 70 MBG 21.03.20.../ DE000GG5S164 /
2024-09-20 9:12:07 AM |
Chg.+0.40 |
Bid1:57:21 PM |
Ask1:57:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
+35.71% |
1.48 Bid Size: 20,000 |
1.49 Ask Size: 5,000 |
MERCEDES-BENZ GROUP ... |
70.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
GG5S16 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.10 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.45 |
Historic volatility: |
0.21 |
Parity: |
1.10 |
Time value: |
0.29 |
Break-even: |
56.10 |
Moneyness: |
1.19 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.15 |
Spread %: |
12.10% |
Delta: |
-0.63 |
Theta: |
-0.01 |
Omega: |
-2.66 |
Rho: |
-0.25 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.43% |
1 Month |
|
|
+60.00% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.34 |
1.12 |
1M High / 1M Low: |
1.42 |
0.81 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |