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

EUWAX
2024-08-08  10:48:40 AM Chg.-0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.980EUR -3.92% -
Bid Size: -		 -
Ask Size: -		 BP PLC $0.25 5.00 - 2025-06-20 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: 2025-06-20
Issue date: 2023-06-30
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -5.16
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.20
Parity: -0.11
Time value: 0.99
Break-even: 4.01
Moneyness: 0.98
Premium: 0.22
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 3.13%
Delta: -0.35
Theta: 0.00
Omega: -1.82
Rho: -0.02
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.07%
1 Month  
+24.05%
3 Months  
+63.33%
YTD  
+6.52%
1 Year  
+27.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.830
1M High / 1M Low: 1.040 0.760
6M High / 6M Low: 1.040 0.480
High (YTD): 2024-08-05 1.040
Low (YTD): 2024-04-12 0.480
52W High: 2024-08-05 1.040
52W Low: 2024-04-12 0.480
Avg. price 1W:   0.978
Avg. volume 1W:   0.000
Avg. price 1M:   0.853
Avg. volume 1M:   0.000
Avg. price 6M:   0.695
Avg. volume 6M:   0.000
Avg. price 1Y:   0.751
Avg. volume 1Y:   787.402
Volatility 1M:   108.03%
Volatility 6M:   96.10%
Volatility 1Y:   84.87%
Volatility 3Y:   -