Goldman Sachs Put 85 BMW 15.11.2024
/ DE000GJ2VNK6
Goldman Sachs Put 85 BMW 15.11.20.../ DE000GJ2VNK6 /
| 04/11/2024 10:17:40 |
Chg.-0.11 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-8.94% |
-
Bid Size: - |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
85.00 EUR |
15/11/2024 |
Put |
Master data
| WKN: |
GJ2VNK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
15/11/2024 |
| Issue date: |
27/08/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.26 |
| Parity: |
1.18 |
| Time value: |
0.12 |
| Break-even: |
72.00 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
-0.80 |
| Theta: |
-0.15 |
| Omega: |
-4.49 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.12 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
+25.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
0.90 |
| 1M High / 1M Low: |
1.23 |
0.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
