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Goldman Sachs Put 148.7 CFR 20.12.../  DE000GP4PWL5  /

EUWAX
2024-06-14  10:06:06 AM Chg.+0.22 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.57EUR +16.30% -
Bid Size: -		 -
Ask Size: -		 RICHEMONT N 148.70 CHF 2024-12-20 Put
 

Master data

WKN: GP4PWL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 148.70 CHF
Maturity: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 9.91:1
Exercise type: American
Quanto: No
Gearing: -9.16
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.64
Implied volatility: 0.34
Historic volatility: 0.31
Parity: 0.64
Time value: 1.01
Break-even: 139.70
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.20
Spread %: 13.79%
Delta: -0.49
Theta: -0.03
Omega: -4.48
Rho: -0.46
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.75%
1 Month
  -26.64%
3 Months
  -5.99%
YTD
  -60.45%
1 Year
  -29.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.32
1M High / 1M Low: 2.14 1.21
6M High / 6M Low: 4.84 1.21
High (YTD): 2024-01-17 4.84
Low (YTD): 2024-06-07 1.21
52W High: 2023-10-27 5.03
52W Low: 2024-06-07 1.21
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   2.60
Avg. volume 6M:   0.00
Avg. price 1Y:   3.10
Avg. volume 1Y:   0.00
Volatility 1M:   151.38%
Volatility 6M:   94.09%
Volatility 1Y:   89.88%
Volatility 3Y:   -