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

EUWAX
2024-07-31  5:16:00 PM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 HANNOVER RUECK SE NA... 149.21 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 9.95:1
Exercise type: American
Quanto: -
Gearing: -56.46
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.19
Parity: -8.21
Time value: 0.41
Break-even: 145.12
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.43
Spread abs.: 0.20
Spread %: 94.79%
Delta: -0.08
Theta: -0.02
Omega: -4.69
Rho: -0.21
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -10.00%
3 Months
  -45.45%
YTD
  -61.70%
1 Year
  -79.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.220 0.160
6M High / 6M Low: 0.410 0.160
High (YTD): 2024-01-02 0.450
Low (YTD): 2024-07-15 0.160
52W High: 2023-08-01 0.920
52W Low: 2024-07-15 0.160
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   0.423
Avg. volume 1Y:   0.000
Volatility 1M:   145.06%
Volatility 6M:   122.76%
Volatility 1Y:   102.63%
Volatility 3Y:   -