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Goldman Sachs Put 100 BLHEF 20.12.../  DE000GP4MG79  /

EUWAX
2024-06-07  10:46:35 AM Chg.+0.002 Bid1:02:45 PM Ask1:02:45 PM Underlying Strike price Expiration date Option type
0.052EUR +4.00% 0.060
Bid Size: 10,000		 0.090
Ask Size: 10,000		 Baloise Holdings AG 100.00 - 2024-12-20 Put
 

Master data

WKN: GP4MG7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -102.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.18
Parity: -5.92
Time value: 0.16
Break-even: 98.44
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 0.83
Spread abs.: 0.10
Spread %: 178.57%
Delta: -0.06
Theta: -0.02
Omega: -5.88
Rho: -0.06
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -35.00%
3 Months
  -56.67%
YTD
  -80.74%
1 Year
  -84.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.045
1M High / 1M Low: 0.090 0.045
6M High / 6M Low: 0.280 0.045
High (YTD): 2024-01-09 0.270
Low (YTD): 2024-06-05 0.045
52W High: 2023-10-20 0.400
52W Low: 2024-06-05 0.045
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.237
Avg. volume 1Y:   0.000
Volatility 1M:   288.37%
Volatility 6M:   152.55%
Volatility 1Y:   125.33%
Volatility 3Y:   -