Goldman Sachs Put 60 MBG 21.03.20.../  DE000GG5HN00  /

EUWAX
2024-05-16  10:20:50 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.220EUR - -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 60.00 EUR 2025-03-21 Put
 

Master data

WKN: GG5HN0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-03-21
Issue date: 2024-03-21
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -26.58
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -0.83
Time value: 0.26
Break-even: 57.43
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 24.76%
Delta: -0.22
Theta: -0.01
Omega: -5.94
Rho: -0.15
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -12.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.260 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -