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

EUWAX
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:   -