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Goldman Sachs Put 140 RHHVF 20.12.../  DE000GP7S0F1  /

EUWAX
10/10/2024  15:54:16 Chg.+0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.030EUR +50.00% -
Bid Size: -		 -
Ask Size: -		 Roche Holding Ltd 140.00 - 20/12/2024 Put
 

Master data

WKN: GP7S0F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 20/12/2024
Issue date: 12/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -125.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.23
Parity: -13.97
Time value: 0.22
Break-even: 137.77
Moneyness: 0.50
Premium: 0.51
Premium p.a.: 7.25
Spread abs.: 0.20
Spread %: 869.57%
Delta: -0.04
Theta: -0.07
Omega: -4.69
Rho: -0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month     0.00%
3 Months
  -25.00%
YTD
  -76.92%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: 0.040 0.020
6M High / 6M Low: 0.090 0.020
High (YTD): 05/02/2024 0.140
Low (YTD): 09/10/2024 0.020
52W High: 15/12/2023 0.160
52W Low: 09/10/2024 0.020
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   0.080
Avg. volume 1Y:   0.000
Volatility 1M:   284.06%
Volatility 6M:   218.97%
Volatility 1Y:   169.19%
Volatility 3Y:   -