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

EUWAX
8/2/2024  10:08:07 AM Chg.+0.040 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.710EUR +5.97% -
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: -22.96
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -2.58
Time value: 0.81
Break-even: 152.06
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.21
Spread abs.: 0.16
Spread %: 24.62%
Delta: -0.22
Theta: -0.02
Omega: -5.10
Rho: -0.43
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.33%
1 Month  
+12.70%
3 Months  
+2.90%
YTD  
+10.94%
1 Year  
+10.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.650
1M High / 1M Low: 0.840 0.570
6M High / 6M Low: 0.880 0.540
High (YTD): 1/25/2024 0.950
Low (YTD): 4/10/2024 0.540
52W High: 1/25/2024 0.950
52W Low: 4/10/2024 0.540
Avg. price 1W:   0.690
Avg. volume 1W:   0.000
Avg. price 1M:   0.688
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   0.694
Avg. volume 1Y:   0.000
Volatility 1M:   192.17%
Volatility 6M:   119.41%
Volatility 1Y:   102.87%
Volatility 3Y:   -