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Goldman Sachs Put 4 BPE5 20.06.20.../  DE000GP79G21  /

EUWAX
7/12/2024  9:16:56 AM Chg.-0.010 Bid1:21:19 PM Ask1:21:19 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 20,000		 0.250
Ask Size: 5,000		 BP PLC D... 4.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/30/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -19.33
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.22
Parity: -1.39
Time value: 0.28
Break-even: 3.72
Moneyness: 0.74
Premium: 0.31
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 12.05%
Delta: -0.17
Theta: 0.00
Omega: -3.27
Rho: -0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month  
+9.09%
3 Months  
+41.18%
YTD
  -38.46%
1 Year
  -36.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.250 0.170
6M High / 6M Low: 0.440 0.170
High (YTD): 1/22/2024 0.440
Low (YTD): 7/4/2024 0.170
52W High: 1/22/2024 0.440
52W Low: 7/4/2024 0.170
Avg. price 1W:   0.227
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.302
Avg. volume 1Y:   0.000
Volatility 1M:   107.38%
Volatility 6M:   105.18%
Volatility 1Y:   94.57%
Volatility 3Y:   -