Goldman Sachs Put 10 BOY 19.12.20.../  DE000GG3LAU4  /

EUWAX
2024-06-07  10:29:55 AM Chg.-0.13 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.49EUR -8.02% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 10.00 EUR 2025-12-19 Put
 

Master data

WKN: GG3LAU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Put
Strike price: 10.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-08
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -6.09
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.20
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 0.20
Time value: 1.41
Break-even: 8.39
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.10
Spread %: 6.62%
Delta: -0.38
Theta: 0.00
Omega: -2.30
Rho: -0.08
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.20%
1 Month  
+0.68%
3 Months
  -11.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.38
1M High / 1M Low: 1.69 1.35
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -