Goldman Sachs Put 90 BMW 20.12.20.../  DE000GG2DYF4  /

EUWAX
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:   -