Goldman Sachs Put 40 8GM 21.06.20.../  DE000GZ64Y65  /

Frankfurt Zert./GS
2024-04-30  6:40:43 PM Chg.+0.011 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.032EUR +52.38% -
Bid Size: -
-
Ask Size: -
GENERAL MOTORS D... 40.00 - 2024-06-21 Put
 

Master data

WKN: GZ64Y6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2022-12-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -248.28
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.26
Parity: -0.22
Time value: 0.02
Break-even: 39.83
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 142.86%
Delta: -0.14
Theta: -0.01
Omega: -34.98
Rho: -0.01
 

Quote data

Open: 0.020
High: 0.032
Low: 0.020
Previous Close: 0.021
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -68.00%
3 Months
  -89.68%
YTD
  -92.73%
1 Year
  -96.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.110 0.021
6M High / 6M Low: 1.130 0.021
High (YTD): 2024-01-19 0.550
Low (YTD): 2024-04-29 0.021
52W High: 2023-11-10 1.240
52W Low: 2024-04-29 0.021
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.389
Avg. volume 6M:   0.000
Avg. price 1Y:   0.580
Avg. volume 1Y:   9.346
Volatility 1M:   478.18%
Volatility 6M:   223.62%
Volatility 1Y:   167.04%
Volatility 3Y:   -