Goldman Sachs Put 90 BMW 20.12.2024
/ DE000GG2DYF4
Goldman Sachs Put 90 BMW 20.12.20.../ DE000GG2DYF4 /
2024-10-31 9:05:51 AM |
Chg.+0.04 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.69EUR |
+2.42% |
- Bid Size: - |
- Ask Size: - |
BAY.MOTOREN WERKE AG... |
90.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
GG2DYF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
1.66 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
1.66 |
Time value: |
0.02 |
Break-even: |
73.20 |
Moneyness: |
1.23 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.10 |
Spread %: |
6.33% |
Delta: |
-0.88 |
Theta: |
-0.02 |
Omega: |
-3.86 |
Rho: |
-0.11 |
Quote data
Open: |
1.69 |
High: |
1.69 |
Low: |
1.69 |
Previous Close: |
1.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.55% |
1 Month |
|
|
+50.89% |
3 Months |
|
|
+152.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.65 |
1.37 |
1M High / 1M Low: |
1.65 |
1.12 |
6M High / 6M Low: |
2.00 |
0.30 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.86 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.07% |
Volatility 6M: |
|
168.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |