Goldman Sachs Put 70 BNP 16.08.2024
/ DE000GG8M5S7
Goldman Sachs Put 70 BNP 16.08.20.../ DE000GG8M5S7 /
| 2024-07-26 9:03:23 AM |
Chg.-0.140 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-20.59% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
70.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
GG8M5S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-27 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.23 |
| Parity: |
0.55 |
| Time value: |
0.10 |
| Break-even: |
63.50 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.10 |
| Spread %: |
18.18% |
| Delta: |
-0.74 |
| Theta: |
-0.05 |
| Omega: |
-7.34 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.94% |
| 1 Month |
|
|
-47.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.540 |
| 1M High / 1M Low: |
1.040 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
