Goldman Sachs Put 280 MCD 20.06.2.../  DE000GG8GP48  /

EUWAX
2024-08-01  10:09:59 AM Chg.+0.07 Bid5:28:16 PM Ask5:28:16 PM Underlying Strike price Expiration date Option type
2.32EUR +3.11% 2.38
Bid Size: 20,000
2.40
Ask Size: 20,000
McDonalds Corp 280.00 USD 2025-06-20 Put
 

Master data

WKN: GG8GP4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: McDonalds Corp
Type: Warrant
Option type: Put
Strike price: 280.00 USD
Maturity: 2025-06-20
Issue date: 2024-05-24
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.52
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.35
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 1.35
Time value: 0.98
Break-even: 235.39
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 2.64%
Delta: -0.50
Theta: -0.02
Omega: -5.26
Rho: -1.29
 

Quote data

Open: 2.32
High: 2.32
Low: 2.32
Previous Close: 2.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.18%
1 Month
  -16.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.11 2.25
1M High / 1M Low: 3.44 2.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.81
Avg. volume 1W:   0.00
Avg. price 1M:   2.93
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -