Goldman Sachs Put 10 BOY 21.06.20.../  DE000GG4ZJM0  /

EUWAX
2024-05-31  11:26:28 AM Chg.-0.060 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.260EUR -18.75% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 10.00 EUR 2024-06-21 Put
 

Master data

WKN: GG4ZJM
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: 2024-06-21
Issue date: 2024-03-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -34.16
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.06
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.06
Time value: 0.23
Break-even: 9.71
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.52
Spread abs.: 0.10
Spread %: 52.36%
Delta: -0.51
Theta: -0.01
Omega: -17.41
Rho: 0.00
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+44.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.520 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -