OverviewChartNewsTraderScreen

Goldman Sachs Put 300 UHR 20.06.2.../  DE000GP7BWW5  /

EUWAX
8/15/2024  10:58:38 AM Chg.-0.12 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
12.65EUR -0.94% -
Bid Size: -		 -
Ask Size: -		 SWATCH GROUP I 300.00 CHF 6/20/2025 Put
 

Master data

WKN: GP7BWW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
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: 10:1
Exercise type: American
Quanto: No
Gearing: -1.48
Leverage: Yes

Calculated values

Fair value: 12.32
Intrinsic value: 12.32
Implied volatility: 0.61
Historic volatility: 0.26
Parity: 12.32
Time value: 0.59
Break-even: 185.78
Moneyness: 1.64
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.10
Spread %: 0.78%
Delta: -0.71
Theta: -0.03
Omega: -1.05
Rho: -2.24
 

Quote data

Open: 12.65
High: 12.65
Low: 12.65
Previous Close: 12.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.71%
1 Month
  -6.37%
3 Months  
+14.69%
YTD  
+47.26%
1 Year  
+74.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.96 12.65
1M High / 1M Low: 13.83 12.65
6M High / 6M Low: 13.83 9.36
High (YTD): 8/5/2024 13.83
Low (YTD): 1/2/2024 8.85
52W High: 8/5/2024 13.83
52W Low: 9/4/2023 6.51
Avg. price 1W:   12.83
Avg. volume 1W:   0.00
Avg. price 1M:   13.13
Avg. volume 1M:   0.00
Avg. price 6M:   11.46
Avg. volume 6M:   0.00
Avg. price 1Y:   9.99
Avg. volume 1Y:   0.00
Volatility 1M:   35.22%
Volatility 6M:   46.19%
Volatility 1Y:   49.65%
Volatility 3Y:   -