Goldman Sachs Put 60 MBG 19.12.20.../  DE000GG1N5A1  /

EUWAX
30/08/2024  10:47:39 Chg.+0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.620EUR +1.64% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 60.00 EUR 19/12/2025 Put
 

Master data

WKN: GG1N5A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.59
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -0.23
Time value: 0.65
Break-even: 53.50
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 3.17%
Delta: -0.34
Theta: -0.01
Omega: -3.25
Rho: -0.36
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -3.13%
3 Months  
+19.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.610
1M High / 1M Low: 0.940 0.610
6M High / 6M Low: 0.940 0.430
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   852.478
Avg. price 6M:   0.565
Avg. volume 6M:   381.414
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.09%
Volatility 6M:   81.10%
Volatility 1Y:   -
Volatility 3Y:   -