Goldman Sachs Put 5 BPE5 20.06.2025
/ DE000GP79BW6
Goldman Sachs Put 5 BPE5 20.06.20.../ DE000GP79BW6 /
| 13/01/2025 10:14:46 |
Chg.-0.05 |
Bid17:38:08 |
Ask17:38:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-4.90% |
0.97
Bid Size: 10,000 |
-
Ask Size: - |
BP PLC $0.25 |
5.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
GP79BW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
30/06/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.24 |
| Parity: |
-0.09 |
| Time value: |
1.06 |
| Break-even: |
3.94 |
| Moneyness: |
0.98 |
| Premium: |
0.23 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-1.76 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.97 |
| High: |
0.97 |
| Low: |
0.97 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.49% |
| 1 Month |
|
|
-25.95% |
| 3 Months |
|
|
-19.17% |
| YTD |
|
|
-33.56% |
| 1 Year |
|
|
0.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.02 |
| 1M High / 1M Low: |
1.54 |
1.02 |
| 6M High / 6M Low: |
1.63 |
0.76 |
| High (YTD): |
02/01/2025 |
1.33 |
| Low (YTD): |
10/01/2025 |
1.02 |
| 52W High: |
12/11/2024 |
1.63 |
| 52W Low: |
12/04/2024 |
0.48 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.95 |
| Avg. volume 1Y: |
|
806.45 |
| Volatility 1M: |
|
69.94% |
| Volatility 6M: |
|
87.58% |
| Volatility 1Y: |
|
89.27% |
| Volatility 3Y: |
|
- |
