OverviewChartNewsTraderScreen

Goldman Sachs Put 150 SIE 20.06.2.../  DE000GP752F1  /

EUWAX
7/10/2024  10:32:47 AM Chg.+0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.660EUR +4.76% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 150.00 - 6/20/2025 Put
 

Master data

WKN: GP752F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 6/20/2025
Issue date: 6/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.41
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -2.33
Time value: 0.74
Break-even: 142.60
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.19
Spread abs.: 0.15
Spread %: 25.42%
Delta: -0.22
Theta: -0.02
Omega: -5.21
Rho: -0.43
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -9.59%
3 Months
  -13.16%
YTD
  -47.62%
1 Year
  -69.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.600
1M High / 1M Low: 0.900 0.600
6M High / 6M Low: 1.490 0.540
High (YTD): 1/17/2024 1.490
Low (YTD): 5/15/2024 0.540
52W High: 10/26/2023 3.450
52W Low: 5/15/2024 0.540
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.742
Avg. volume 1M:   0.000
Avg. price 6M:   0.862
Avg. volume 6M:   0.000
Avg. price 1Y:   1.533
Avg. volume 1Y:   0.000
Volatility 1M:   126.22%
Volatility 6M:   111.52%
Volatility 1Y:   93.21%
Volatility 3Y:   -