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Goldman Sachs Put 5 BP/ 20.06.202.../  DE000GP79BW6  /

EUWAX
7/11/2024  9:46:19 AM Chg.- Bid9:11:36 AM Ask9:11:36 AM Underlying Strike price Expiration date Option type
0.830EUR - 0.830
Bid Size: 20,000		 -
Ask Size: -		 BP PLC D... 5.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/30/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -6.34
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.22
Parity: -0.39
Time value: 0.85
Break-even: 4.15
Moneyness: 0.93
Premium: 0.23
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 3.66%
Delta: -0.32
Theta: 0.00
Omega: -2.02
Rho: -0.02
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.33%
1 Month  
+18.57%
3 Months  
+72.92%
YTD
  -9.78%
1 Year
  -3.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.660
1M High / 1M Low: 0.830 0.600
6M High / 6M Low: 1.030 0.480
High (YTD): 1/22/2024 1.030
Low (YTD): 4/12/2024 0.480
52W High: 1/22/2024 1.030
52W Low: 4/12/2024 0.480
Avg. price 1W:   0.773
Avg. volume 1W:   0.000
Avg. price 1M:   0.712
Avg. volume 1M:   0.000
Avg. price 6M:   0.708
Avg. volume 6M:   1,600
Avg. price 1Y:   0.751
Avg. volume 1Y:   787.402
Volatility 1M:   96.59%
Volatility 6M:   91.39%
Volatility 1Y:   82.06%
Volatility 3Y:   -