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Goldman Sachs Put 150 RHHVF 20.06.../  DE000GP7BXS1  /

EUWAX
10/10/2024  2:50:47 PM Chg.0.000 Bid7:37:57 PM Ask7:37:57 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% 0.090
Bid Size: 10,000		 0.240
Ask Size: 3,000		 Roche Holding Ltd 150.00 - 6/20/2025 Put
 

Master data

WKN: GP7BXS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -114.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.23
Parity: -12.97
Time value: 0.25
Break-even: 147.55
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 0.75
Spread abs.: 0.15
Spread %: 157.89%
Delta: -0.04
Theta: -0.02
Omega: -4.85
Rho: -0.10
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.00%
3 Months
  -30.77%
YTD
  -65.38%
1 Year
  -60.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.090
1M High / 1M Low: 0.130 0.080
6M High / 6M Low: 0.230 0.080
High (YTD): 1/2/2024 0.260
Low (YTD): 9/26/2024 0.080
52W High: 10/31/2023 0.310
52W Low: 9/26/2024 0.080
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   0.184
Avg. volume 1Y:   0.000
Volatility 1M:   141.54%
Volatility 6M:   123.05%
Volatility 1Y:   99.96%
Volatility 3Y:   -