Goldman Sachs Put 60 BNP 20.12.20.../  DE000GZ694V0  /

EUWAX
2024-11-08  2:23:18 PM Chg.+0.080 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.190EUR +72.73% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 60.00 - 2024-12-20 Put
 

Master data

WKN: GZ694V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.43
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.10
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 0.10
Time value: 0.19
Break-even: 57.11
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.32
Spread abs.: 0.07
Spread %: 31.96%
Delta: -0.53
Theta: -0.03
Omega: -10.74
Rho: -0.04
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.15%
1 Month
  -5.00%
3 Months
  -53.66%
YTD
  -67.80%
1 Year
  -78.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.200 0.068
6M High / 6M Low: 0.530 0.068
High (YTD): 2024-02-09 1.060
Low (YTD): 2024-10-29 0.068
52W High: 2024-02-09 1.060
52W Low: 2024-10-29 0.068
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.227
Avg. volume 6M:   0.000
Avg. price 1Y:   0.429
Avg. volume 1Y:   0.000
Volatility 1M:   385.32%
Volatility 6M:   266.26%
Volatility 1Y:   201.77%
Volatility 3Y:   -