Goldman Sachs Put 5.5 BPE5 20.06.2025
/ DE000GG5LE21
Goldman Sachs Put 5.5 BPE5 20.06..../ DE000GG5LE21 /
| 11/11/2024 10:24:52 AM |
Chg.- |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
5.50 - |
6/20/2025 |
Put |
Master data
| WKN: |
GG5LE2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.50 - |
| Maturity: |
6/20/2025 |
| Issue date: |
3/22/2024 |
| Last trading day: |
11/13/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.22 |
| Parity: |
0.86 |
| Time value: |
1.32 |
| Break-even: |
3.32 |
| Moneyness: |
1.19 |
| Premium: |
0.29 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
-0.38 |
| Theta: |
0.00 |
| Omega: |
-0.82 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.12 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.93% |
| 3 Months |
|
|
+54.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.18 |
1.80 |
| 6M High / 6M Low: |
2.18 |
0.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.51% |
| Volatility 6M: |
|
78.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
