OverviewChartNewsTraderScreen

Goldman Sachs Put 149.21 HNR1 20..../  DE000GP76U34  /

EUWAX
8/14/2024  5:15:45 PM Chg.-0.020 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.190EUR -9.52% -
Bid Size: -		 -
Ask Size: -		 HANNOVER RUECK SE NA... 149.21 EUR 6/20/2025 Put
 

Master data

WKN: GP76U3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 149.21 EUR
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 9.95:1
Exercise type: American
Quanto: -
Gearing: -53.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.20
Parity: -8.24
Time value: 0.43
Break-even: 144.90
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.45
Spread abs.: 0.20
Spread %: 85.84%
Delta: -0.09
Theta: -0.02
Omega: -4.58
Rho: -0.20
 

Quote data

Open: 0.200
High: 0.200
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.14%
1 Month  
+18.75%
3 Months
  -13.64%
YTD
  -59.57%
1 Year
  -76.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.190
1M High / 1M Low: 0.320 0.160
6M High / 6M Low: 0.410 0.160
High (YTD): 1/2/2024 0.450
Low (YTD): 7/15/2024 0.160
52W High: 8/22/2023 0.880
52W Low: 7/15/2024 0.160
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   0.396
Avg. volume 1Y:   0.000
Volatility 1M:   191.30%
Volatility 6M:   132.83%
Volatility 1Y:   110.29%
Volatility 3Y:   -