Goldman Sachs Put 20 BAYN 16.08.2.../  DE000GG8GQK0  /

EUWAX
09/07/2024  10:47:57 Chg.0.000 Bid17:35:10 Ask17:35:10 Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.009
Bid Size: 50,000
0.019
Ask Size: 50,000
BAYER AG NA O.N. 20.00 EUR 16/08/2024 Put
 

Master data

WKN: GG8GQK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 16/08/2024
Issue date: 24/05/2024
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -137.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.30
Parity: -0.61
Time value: 0.02
Break-even: 19.81
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 6.88
Spread abs.: 0.01
Spread %: 171.43%
Delta: -0.07
Theta: -0.01
Omega: -10.27
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.008
1M High / 1M Low: 0.016 0.008
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -