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Goldman Sachs Put 150 BLHEF 21.06.../  DE000GP4PWM3  /

EUWAX
6/7/2024  10:49:24 AM Chg.+0.009 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.055EUR +19.57% -
Bid Size: -		 -
Ask Size: -		 Baloise Holdings AG 150.00 - 6/21/2024 Put
 

Master data

WKN: GP4PWM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 6/21/2024
Issue date: 5/15/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -104.31
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.18
Parity: -0.96
Time value: 0.15
Break-even: 148.47
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 5.64
Spread abs.: 0.10
Spread %: 188.68%
Delta: -0.20
Theta: -0.14
Omega: -21.28
Rho: -0.01
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -93.04%
3 Months
  -95.83%
YTD
  -97.85%
1 Year
  -96.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.046
1M High / 1M Low: 0.640 0.046
6M High / 6M Low: 2.680 0.046
High (YTD): 1/10/2024 2.680
Low (YTD): 6/6/2024 0.046
52W High: 10/23/2023 2.950
52W Low: 6/6/2024 0.046
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   1.535
Avg. volume 6M:   0.000
Avg. price 1Y:   1.910
Avg. volume 1Y:   0.000
Volatility 1M:   358.33%
Volatility 6M:   182.91%
Volatility 1Y:   145.78%
Volatility 3Y:   -