Goldman Sachs Put 60 BAER 21.03.2.../  DE000GG84M92  /

EUWAX
7/25/2024  1:44:39 PM Chg.+0.470 Bid2:25:46 PM Ask2:25:46 PM Underlying Strike price Expiration date Option type
1.440EUR +48.45% 1.410
Bid Size: 20,000
1.430
Ask Size: 5,000
JULIUS BAER N 60.00 CHF 3/21/2025 Put
 

Master data

WKN: GG84M9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JULIUS BAER N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 3/21/2025
Issue date: 5/16/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.26
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.89
Implied volatility: 0.31
Historic volatility: 0.28
Parity: 0.89
Time value: 0.13
Break-even: 52.33
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 7.37%
Delta: -0.65
Theta: -0.01
Omega: -3.43
Rho: -0.30
 

Quote data

Open: 1.440
High: 1.440
Low: 1.440
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.94%
1 Month  
+35.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.950
1M High / 1M Low: 1.090 0.920
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.986
Avg. volume 1W:   0.000
Avg. price 1M:   1.007
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -