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

EUWAX
2024-07-12  9:34:49 AM Chg.+0.001 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.018EUR +5.88% -
Bid Size: -		 -
Ask Size: -		 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: -101.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.19
Parity: -3.84
Time value: 0.07
Break-even: 301.39
Moneyness: 0.44
Premium: 0.56
Premium p.a.: 0.61
Spread abs.: 0.05
Spread %: 300.00%
Delta: -0.04
Theta: -0.04
Omega: -3.66
Rho: -0.30
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -41.94%
3 Months
  -37.93%
YTD
  -65.38%
1 Year
  -82.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.017
1M High / 1M Low: 0.032 0.017
6M High / 6M Low: 0.046 0.017
High (YTD): 2024-01-05 0.050
Low (YTD): 2024-07-11 0.017
52W High: 2023-08-18 0.100
52W Low: 2024-07-11 0.017
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.050
Avg. volume 1Y:   0.000
Volatility 1M:   193.81%
Volatility 6M:   126.35%
Volatility 1Y:   114.49%
Volatility 3Y:   -