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

EUWAX
2024-06-27  1:56:38 PM Chg.-0.005 Bid3:01:26 PM Ask3:01:26 PM Underlying Strike price Expiration date Option type
0.019EUR -20.83% 0.020
Bid Size: 30,000		 0.040
Ask Size: 30,000		 SWISS LIFE HOLDING A... 300.00 CHF 2025-06-20 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: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -96.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.20
Parity: -3.64
Time value: 0.07
Break-even: 306.00
Moneyness: 0.46
Premium: 0.55
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 250.00%
Delta: -0.04
Theta: -0.04
Omega: -3.73
Rho: -0.33
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.48%
1 Month     0.00%
3 Months
  -20.83%
YTD
  -63.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.018
1M High / 1M Low: 0.032 0.018
6M High / 6M Low: 0.052 0.018
High (YTD): 2024-01-05 0.050
Low (YTD): 2024-06-24 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.37%
Volatility 6M:   121.46%
Volatility 1Y:   -
Volatility 3Y:   -