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

EUWAX
16/10/2024  09:19:41 Chg.+0.002 Bid09:30:59 Ask09:30:59 Underlying Strike price Expiration date Option type
0.012EUR +20.00% 0.012
Bid Size: 20,000		 0.032
Ask Size: 20,000		 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: -236.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.18
Parity: -4.38
Time value: 0.03
Break-even: 316.26
Moneyness: 0.42
Premium: 0.58
Premium p.a.: 0.97
Spread abs.: 0.02
Spread %: 166.67%
Delta: -0.02
Theta: -0.03
Omega: -4.69
Rho: -0.12
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -25.00%
3 Months
  -33.33%
YTD
  -76.92%
1 Year
  -82.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.010
1M High / 1M Low: 0.016 0.010
6M High / 6M Low: 0.032 0.010
High (YTD): 05/01/2024 0.050
Low (YTD): 15/10/2024 0.010
52W High: 23/10/2023 0.090
52W Low: 15/10/2024 0.010
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   0.032
Avg. volume 1Y:   0.000
Volatility 1M:   146.01%
Volatility 6M:   152.38%
Volatility 1Y:   128.44%
Volatility 3Y:   -