Goldman Sachs Put 300 UHR 20.06.2025
/ DE000GP7BWW5
Goldman Sachs Put 300 UHR 20.06.2.../ DE000GP7BWW5 /
05/09/2024 10:50:20 |
Chg.+0.23 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
14.45EUR |
+1.62% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
300.00 CHF |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
03/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.06 |
Intrinsic value: |
14.06 |
Implied volatility: |
0.64 |
Historic volatility: |
0.26 |
Parity: |
14.06 |
Time value: |
0.29 |
Break-even: |
176.27 |
Moneyness: |
1.78 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.65 |
Spread %: |
4.74% |
Delta: |
-0.75 |
Theta: |
-0.03 |
Omega: |
-0.94 |
Rho: |
-2.19 |
Quote data
Open: |
14.45 |
High: |
14.45 |
Low: |
14.45 |
Previous Close: |
14.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.57% |
1 Month |
|
|
+7.92% |
3 Months |
|
|
+25.98% |
YTD |
|
|
+68.22% |
1 Year |
|
|
+100.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.45 |
13.31 |
1M High / 1M Low: |
14.45 |
12.35 |
6M High / 6M Low: |
14.45 |
9.63 |
High (YTD): |
05/09/2024 |
14.45 |
Low (YTD): |
02/01/2024 |
8.85 |
52W High: |
05/09/2024 |
14.45 |
52W Low: |
15/09/2023 |
6.94 |
Avg. price 1W: |
|
13.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
11.82 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
10.36 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
34.70% |
Volatility 6M: |
|
46.27% |
Volatility 1Y: |
|
48.71% |
Volatility 3Y: |
|
- |