Goldman Sachs Put 260 AMGN 17.05..../  DE000GG48EL7  /

EUWAX
2024-05-13  9:20:56 AM Chg.-0.007 Bid10:19:38 AM Ask10:19:38 AM Underlying Strike price Expiration date Option type
0.003EUR -70.00% 0.003
Bid Size: 10,000
0.200
Ask Size: 2,000
Amgen Inc 260.00 USD 2024-05-17 Put
 

Master data

WKN: GG48EL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Put
Strike price: 260.00 USD
Maturity: 2024-05-17
Issue date: 2024-02-27
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -185.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.28
Historic volatility: 0.23
Parity: -4.66
Time value: 0.16
Break-even: 239.85
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 3,000.00%
Delta: -0.08
Theta: -0.74
Omega: -15.44
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -99.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.800 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.364
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   680.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -