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Goldman Sachs Put 120 TRV 21.06.2.../  DE000GP7BRU9  /

EUWAX
2024-05-22  10:53:07 AM Chg.0.000 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000		 0.200
Ask Size: 2,000		 The Travelers Compan... 120.00 USD 2024-06-21 Put
 

Master data

WKN: GP7BRU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -99.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.43
Historic volatility: 0.17
Parity: -8.87
Time value: 0.20
Break-even: 108.55
Moneyness: 0.55
Premium: 0.46
Premium p.a.: 94.97
Spread abs.: 0.20
Spread %: 20,000.00%
Delta: -0.05
Theta: -0.14
Omega: -4.94
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -90.00%
YTD
  -96.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.060 0.001
High (YTD): 2024-01-04 0.028
Low (YTD): 2024-05-21 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   523.47%
Volatility 1Y:   -
Volatility 3Y:   -