Goldman Sachs Put 5 BPE5 20.06.2025
/ DE000GP79BW6
Goldman Sachs Put 5 BPE5 20.06.20.../ DE000GP79BW6 /
| 13/09/2024 09:15:17 |
Chg.+0.02 |
Bid14:35:13 |
Ask14:35:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+1.61% |
1.25
Bid Size: 20,000 |
1.26
Ask Size: 10,000 |
BP PLC D... |
5.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
GP79BW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BP PLC DL-,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: |
-3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.22 |
| Parity: |
0.24 |
| Time value: |
1.04 |
| Break-even: |
3.72 |
| Moneyness: |
1.05 |
| Premium: |
0.22 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
2.40% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-1.44 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.80% |
| 1 Month |
|
|
+41.57% |
| 3 Months |
|
|
+65.79% |
| YTD |
|
|
+36.96% |
| 1 Year |
|
|
+80.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.22 |
| 1M High / 1M Low: |
1.29 |
0.87 |
| 6M High / 6M Low: |
1.29 |
0.48 |
| High (YTD): |
11/09/2024 |
1.29 |
| Low (YTD): |
12/04/2024 |
0.48 |
| 52W High: |
11/09/2024 |
1.29 |
| 52W Low: |
12/04/2024 |
0.48 |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.78 |
| Avg. volume 1Y: |
|
787.40 |
| Volatility 1M: |
|
73.23% |
| Volatility 6M: |
|
95.72% |
| Volatility 1Y: |
|
85.51% |
| Volatility 3Y: |
|
- |
