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

EUWAX
8/14/2024  9:04:47 AM Chg.-0.12 Bid8:17:59 PM Ask8:17:59 PM Underlying Strike price Expiration date Option type
12.77EUR -0.93% 12.59
Bid Size: 3,000		 12.69
Ask Size: 3,000		 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: -1.45
Leverage: Yes

Calculated values

Fair value: 12.60
Intrinsic value: 12.60
Implied volatility: 0.61
Historic volatility: 0.27
Parity: 12.60
Time value: 0.51
Break-even: 184.46
Moneyness: 1.66
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.10
Spread %: 0.77%
Delta: -0.71
Theta: -0.03
Omega: -1.03
Rho: -2.26
 

Quote data

Open: 12.77
High: 12.77
Low: 12.77
Previous Close: 12.89
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.13%
1 Month  
+7.40%
3 Months  
+14.94%
YTD  
+48.66%
1 Year  
+98.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.47 12.87
1M High / 1M Low: 13.83 12.73
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: 8/14/2023 6.44
Avg. price 1W:   13.10
Avg. volume 1W:   0.00
Avg. price 1M:   13.20
Avg. volume 1M:   0.00
Avg. price 6M:   11.43
Avg. volume 6M:   0.00
Avg. price 1Y:   9.94
Avg. volume 1Y:   0.00
Volatility 1M:   36.60%
Volatility 6M:   48.14%
Volatility 1Y:   50.39%
Volatility 3Y:   -