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Goldman Sachs Put 150 UHR 20.06.2.../  DE000GP7BRX3  /

EUWAX
10/18/2024  10:51:26 AM Chg.-0.130 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.790EUR -14.13% -
Bid Size: -		 -
Ask Size: -		 SWATCH GROUP I 150.00 CHF 6/20/2025 Put
 

Master data

WKN: GP7BRX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Put
Strike price: 150.00 CHF
Maturity: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.60
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.32
Parity: -1.79
Time value: 1.01
Break-even: 149.82
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.24
Spread abs.: 0.13
Spread %: 14.77%
Delta: -0.28
Theta: -0.03
Omega: -4.88
Rho: -0.40
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.49%
1 Month
  -43.57%
3 Months  
+14.49%
YTD  
+23.44%
1 Year
  -1.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.690
1M High / 1M Low: 1.560 0.520
6M High / 6M Low: 1.560 0.520
High (YTD): 9/23/2024 1.560
Low (YTD): 10/7/2024 0.520
52W High: 9/23/2024 1.560
52W Low: 10/7/2024 0.520
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.908
Avg. volume 1M:   0.000
Avg. price 6M:   0.763
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   250.70%
Volatility 6M:   158.10%
Volatility 1Y:   129.09%
Volatility 3Y:   -