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Goldman Sachs Put 149.21 HNR1 20..../  DE000GP76U34  /

EUWAX
2024-09-25  3:29:17 PM Chg.-0.010 Bid2024-09-25 Ask2024-09-25 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 10,000		 0.280
Ask Size: 1,000		 HANNOVER RUECK SE NA... 149.21 EUR 2025-06-20 Put
 

Master data

WKN: GP76U3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 149.21 EUR
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 9.95:1
Exercise type: American
Quanto: -
Gearing: -75.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.20
Parity: -10.45
Time value: 0.34
Break-even: 145.85
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 0.62
Spread abs.: 0.20
Spread %: 144.93%
Delta: -0.06
Theta: -0.02
Omega: -4.67
Rho: -0.14
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month     0.00%
3 Months
  -38.10%
YTD
  -72.34%
1 Year
  -74.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.150 0.120
6M High / 6M Low: 0.380 0.120
High (YTD): 2024-01-02 0.450
Low (YTD): 2024-09-03 0.120
52W High: 2023-10-27 0.640
52W Low: 2024-09-03 0.120
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.227
Avg. volume 6M:   0.000
Avg. price 1Y:   0.338
Avg. volume 1Y:   0.000
Volatility 1M:   91.23%
Volatility 6M:   125.40%
Volatility 1Y:   111.87%
Volatility 3Y:   -