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Goldman Sachs Put 4 BP/ 20.06.202.../  DE000GP79G21  /

EUWAX
13/09/2024  09:16:37 Chg.+0.030 Bid10:41:59 Ask10:41:59 Underlying Strike price Expiration date Option type
0.430EUR +7.50% 0.440
Bid Size: 20,000		 0.450
Ask Size: 10,000		 BP PLC D... 4.00 - 20/06/2025 Put
 

Master data

WKN: GP79G2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BP PLC DL-,25
Type: Warrant
Option type: Put
Strike price: 4.00 -
Maturity: 20/06/2025
Issue date: 30/06/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -11.10
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.22
Parity: -0.76
Time value: 0.43
Break-even: 3.57
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 4.89%
Delta: -0.25
Theta: 0.00
Omega: -2.81
Rho: -0.01
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.52%
1 Month  
+65.38%
3 Months  
+79.17%
YTD  
+10.26%
1 Year  
+38.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 0.460 0.250
6M High / 6M Low: 0.460 0.170
High (YTD): 06/09/2024 0.460
Low (YTD): 04/07/2024 0.170
52W High: 06/09/2024 0.460
52W Low: 04/07/2024 0.170
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.290
Avg. volume 1Y:   0.000
Volatility 1M:   200.80%
Volatility 6M:   145.11%
Volatility 1Y:   118.66%
Volatility 3Y:   -