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

EUWAX
15/07/2024  09:54:40 Chg.- Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
13.82EUR - -
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: -1.60
Leverage: Yes

Calculated values

Fair value: 11.50
Intrinsic value: 11.50
Implied volatility: 0.57
Historic volatility: 0.24
Parity: 11.50
Time value: 0.54
Break-even: 187.52
Moneyness: 1.60
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.10
Spread %: 0.84%
Delta: -0.70
Theta: -0.03
Omega: -1.12
Rho: -2.38
 

Quote data

Open: 13.82
High: 13.82
Low: 13.82
Previous Close: 11.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.53%
1 Month  
+14.40%
3 Months  
+22.08%
YTD  
+60.88%
1 Year  
+172.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.82 11.86
1M High / 1M Low: 13.82 11.60
6M High / 6M Low: 13.82 9.36
High (YTD): 15/07/2024 13.82
Low (YTD): 02/01/2024 8.85
52W High: 15/07/2024 13.82
52W Low: 18/07/2023 5.29
Avg. price 1W:   12.32
Avg. volume 1W:   0.00
Avg. price 1M:   12.08
Avg. volume 1M:   0.00
Avg. price 6M:   11.03
Avg. volume 6M:   0.00
Avg. price 1Y:   9.34
Avg. volume 1Y:   0.00
Volatility 1M:   67.27%
Volatility 6M:   50.19%
Volatility 1Y:   52.48%
Volatility 3Y:   -