Goldman Sachs Put 80 MBG 20.06.2025
/ DE000GP75459
Goldman Sachs Put 80 MBG 20.06.20.../ DE000GP75459 /
| 2024-05-02 10:36:55 AM |
Chg.+0.05 |
Bid3:29:12 PM |
Ask3:29:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+3.21% |
1.62
Bid Size: 50,000 |
1.63
Ask Size: 50,000 |
MERCEDES-BENZ GROUP ... |
80.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
GP7545 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
0.91 |
| Time value: |
0.75 |
| Break-even: |
63.40 |
| Moneyness: |
1.13 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.84% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-2.02 |
| Rho: |
-0.57 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.59% |
| 1 Month |
|
|
+14.18% |
| 3 Months |
|
|
-24.06% |
| YTD |
|
|
-30.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.37 |
| 1M High / 1M Low: |
1.56 |
1.21 |
| 6M High / 6M Low: |
2.70 |
1.21 |
| High (YTD): |
2024-01-22 |
2.58 |
| Low (YTD): |
2024-04-10 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.79% |
| Volatility 6M: |
|
58.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
