Goldman Sachs Put 11 BOY 20.06.20.../  DE000GG6XMW3  /

EUWAX
2024-12-23  10:29:39 AM Chg.-0.09 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
2.17EUR -3.98% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 11.00 EUR 2025-06-20 Put
 

Master data

WKN: GG6XMW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Put
Strike price: 11.00 EUR
Maturity: 2025-06-20
Issue date: 2024-04-22
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.06
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.73
Implied volatility: 0.48
Historic volatility: 0.28
Parity: 1.73
Time value: 0.55
Break-even: 8.72
Moneyness: 1.19
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 7.04%
Delta: -0.62
Theta: 0.00
Omega: -2.51
Rho: -0.04
 

Quote data

Open: 2.17
High: 2.17
Low: 2.17
Previous Close: 2.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.28%
1 Month
  -3.56%
3 Months  
+7.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.26 1.95
1M High / 1M Low: 2.59 1.77
6M High / 6M Low: 2.78 1.61
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   2.19
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.41%
Volatility 6M:   96.62%
Volatility 1Y:   -
Volatility 3Y:   -