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

EUWAX
7/4/2024  10:53:06 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
11.84EUR - -
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: -1.59
Leverage: Yes

Calculated values

Fair value: 11.79
Intrinsic value: 11.79
Implied volatility: 0.53
Historic volatility: 0.26
Parity: 11.79
Time value: 0.23
Break-even: 188.77
Moneyness: 1.62
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.10
Spread %: 0.84%
Delta: -0.73
Theta: -0.02
Omega: -1.16
Rho: -2.48
 

Quote data

Open: 11.84
High: 11.84
Low: 11.84
Previous Close: 12.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.58%
1 Month  
+0.59%
3 Months  
+17.23%
YTD  
+37.83%
1 Year  
+97.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.07 11.84
1M High / 1M Low: 12.49 11.60
6M High / 6M Low: 12.49 9.36
High (YTD): 6/17/2024 12.49
Low (YTD): 1/2/2024 8.85
52W High: 6/17/2024 12.49
52W Low: 7/13/2023 4.76
Avg. price 1W:   11.98
Avg. volume 1W:   0.00
Avg. price 1M:   11.97
Avg. volume 1M:   0.00
Avg. price 6M:   10.90
Avg. volume 6M:   0.00
Avg. price 1Y:   9.18
Avg. volume 1Y:   0.00
Volatility 1M:   36.65%
Volatility 6M:   44.98%
Volatility 1Y:   53.63%
Volatility 3Y:   -