Goldman Sachs Put 240 AMGN 17.05..../  DE000GG48P78  /

EUWAX
2024-04-30  9:03:56 AM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.040EUR -55.56% -
Bid Size: -
-
Ask Size: -
Amgen Inc 240.00 USD 2024-05-17 Put
 

Master data

WKN: GG48P7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Put
Strike price: 240.00 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: -227.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.20
Parity: -3.18
Time value: 0.11
Break-even: 223.88
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 14.70
Spread abs.: 0.07
Spread %: 140.43%
Delta: -0.09
Theta: -0.13
Omega: -20.11
Rho: -0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.040
1M High / 1M Low: 0.240 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   443.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -