Goldman Sachs Put 140 BALN 20.06.2025
/ DE000GP7E9U7
Goldman Sachs Put 140 BALN 20.06..../ DE000GP7E9U7 /
| 07/06/2024 11:46:44 |
Chg.+0.030 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+4.48% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
140.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
GP7E9U |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
04/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.50 |
| Time value: |
0.80 |
| Break-even: |
136.56 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
14.29% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-5.22 |
| Rho: |
-0.51 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
-52.38% |
| YTD |
|
|
-70.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.670 |
| 1M High / 1M Low: |
1.200 |
0.670 |
| 6M High / 6M Low: |
2.450 |
0.670 |
| High (YTD): |
08/01/2024 |
2.450 |
| Low (YTD): |
06/06/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.17% |
| Volatility 6M: |
|
74.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
