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Goldman Sachs Put 60 BAYN 20.12.2.../  DE000GP44Y62  /

EUWAX
09/07/2024  09:03:28 Chg.+0.03 Bid15:27:13 Ask15:27:13 Underlying Strike price Expiration date Option type
3.41EUR +0.89% 3.45
Bid Size: 50,000		 3.46
Ask Size: 10,000		 BAYER AG NA O.N. 60.00 - 20/12/2024 Put
 

Master data

WKN: GP44Y6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 20/12/2024
Issue date: 23/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -0.76
Leverage: Yes

Calculated values

Fair value: 3.39
Intrinsic value: 3.39
Implied volatility: 0.98
Historic volatility: 0.30
Parity: 3.39
Time value: 0.03
Break-even: 25.76
Moneyness: 2.30
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 1.00%
Delta: -0.82
Theta: -0.01
Omega: -0.62
Rho: -0.25
 

Quote data

Open: 3.41
High: 3.41
Low: 3.41
Previous Close: 3.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.87%
1 Month  
+6.23%
3 Months  
+3.96%
YTD  
+25.83%
1 Year  
+162.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.44 3.38
1M High / 1M Low: 3.44 3.23
6M High / 6M Low: 3.44 2.51
High (YTD): 02/07/2024 3.44
Low (YTD): 09/01/2024 2.51
52W High: 02/07/2024 3.44
52W Low: 31/07/2023 0.99
Avg. price 1W:   3.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.35
Avg. volume 1M:   0.00
Avg. price 6M:   3.19
Avg. volume 6M:   0.00
Avg. price 1Y:   2.48
Avg. volume 1Y:   0.00
Volatility 1M:   21.23%
Volatility 6M:   25.54%
Volatility 1Y:   51.32%
Volatility 3Y:   -