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Goldman Sachs Put 40 BAER 20.06.2.../  DE000GP7E5Q3  /

EUWAX
2024-07-04  9:19:46 AM Chg.0.000 Bid5:20:01 PM Ask5:20:01 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 JULIUS BAER N 40.00 CHF 2025-06-20 Put
 

Master data

WKN: GP7E5Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JULIUS BAER N
Type: Warrant
Option type: Put
Strike price: 40.00 CHF
Maturity: 2025-06-20
Issue date: 2023-07-04
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.68
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -1.22
Time value: 0.22
Break-even: 38.97
Moneyness: 0.77
Premium: 0.27
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 16.13%
Delta: -0.17
Theta: -0.01
Omega: -4.12
Rho: -0.11
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -5.56%
3 Months
  -29.17%
YTD
  -63.04%
1 Year
  -41.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.230 0.170
6M High / 6M Low: 0.490 0.160
High (YTD): 2024-01-18 0.490
Low (YTD): 2024-05-24 0.160
52W High: 2023-11-29 0.570
52W Low: 2024-05-24 0.160
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.301
Avg. volume 1Y:   0.000
Volatility 1M:   119.48%
Volatility 6M:   103.80%
Volatility 1Y:   102.00%
Volatility 3Y:   -