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

EUWAX
7/24/2024  10:43:48 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.170EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 JULIUS BAER N 40.00 CHF 6/20/2025 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: 6/20/2025
Issue date: 7/4/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.85
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -1.24
Time value: 0.20
Break-even: 39.35
Moneyness: 0.77
Premium: 0.27
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 17.65%
Delta: -0.16
Theta: -0.01
Omega: -4.34
Rho: -0.10
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -22.73%
3 Months
  -41.38%
YTD
  -63.04%
1 Year
  -26.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.160
1M High / 1M Low: 0.220 0.160
6M High / 6M Low: 0.470 0.160
High (YTD): 1/18/2024 0.490
Low (YTD): 7/23/2024 0.160
52W High: 11/29/2023 0.570
52W Low: 7/23/2024 0.160
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.295
Avg. volume 1Y:   0.000
Volatility 1M:   116.87%
Volatility 6M:   106.65%
Volatility 1Y:   103.39%
Volatility 3Y:   -