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Goldman Sachs Put 300 SLHN 20.06..../  DE000GP7BRY1  /

EUWAX
8/9/2024  10:58:49 AM Chg.-0.005 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.022EUR -18.52% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 300.00 CHF 6/20/2025 Put
 

Master data

WKN: GP7BRY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 300.00 CHF
Maturity: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -92.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.19
Parity: -3.58
Time value: 0.07
Break-even: 310.40
Moneyness: 0.47
Premium: 0.54
Premium p.a.: 0.65
Spread abs.: 0.05
Spread %: 217.39%
Delta: -0.04
Theta: -0.05
Omega: -3.76
Rho: -0.30
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+29.41%
3 Months  
+15.79%
YTD
  -57.69%
1 Year
  -75.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.022
1M High / 1M Low: 0.030 0.016
6M High / 6M Low: 0.036 0.016
High (YTD): 1/5/2024 0.050
Low (YTD): 7/23/2024 0.016
52W High: 8/18/2023 0.100
52W Low: 7/23/2024 0.016
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.044
Avg. volume 1Y:   0.000
Volatility 1M:   197.27%
Volatility 6M:   145.81%
Volatility 1Y:   125.59%
Volatility 3Y:   -