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

EUWAX
04/07/2024  10:53:05 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.019EUR - -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 300.00 CHF 20/06/2025 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: 20/06/2025
Issue date: 03/07/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -99.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.20
Parity: -3.65
Time value: 0.07
Break-even: 302.17
Moneyness: 0.46
Premium: 0.55
Premium p.a.: 0.58
Spread abs.: 0.05
Spread %: 277.78%
Delta: -0.04
Theta: -0.04
Omega: -3.74
Rho: -0.31
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -29.63%
3 Months
  -29.63%
YTD
  -63.46%
1 Year
  -82.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.018
1M High / 1M Low: 0.032 0.018
6M High / 6M Low: 0.048 0.018
High (YTD): 05/01/2024 0.050
Low (YTD): 01/07/2024 0.018
52W High: 10/07/2023 0.110
52W Low: 01/07/2024 0.018
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.052
Avg. volume 1Y:   0.000
Volatility 1M:   201.01%
Volatility 6M:   126.31%
Volatility 1Y:   114.59%
Volatility 3Y:   -