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Goldman Sachs Put 149.21 HNR1 20..../  DE000GP4B4V2  /

EUWAX
6/21/2024  6:19:25 PM Chg.- Bid9:54:57 AM Ask9:54:57 AM Underlying Strike price Expiration date Option type
0.090EUR - 0.080
Bid Size: 10,000		 0.150
Ask Size: 10,000		 HANNOVER RUECK SE NA... 149.21 EUR 12/20/2024 Put
 

Master data

WKN: GP4B4V
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: 12/20/2024
Issue date: 5/8/2023
Last trading day: 12/19/2024
Ratio: 9.95:1
Exercise type: American
Quanto: -
Gearing: -80.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -8.70
Time value: 0.30
Break-even: 146.27
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 0.93
Spread abs.: 0.20
Spread %: 210.53%
Delta: -0.07
Theta: -0.03
Omega: -5.42
Rho: -0.09
 

Quote data

Open: 0.100
High: 0.100
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.00%
3 Months
  -25.00%
YTD
  -68.97%
1 Year
  -85.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.100 0.080
6M High / 6M Low: 0.320 0.080
High (YTD): 1/2/2024 0.280
Low (YTD): 6/20/2024 0.080
52W High: 7/6/2023 0.690
52W Low: 6/20/2024 0.080
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.305
Avg. volume 1Y:   0.000
Volatility 1M:   162.67%
Volatility 6M:   130.01%
Volatility 1Y:   112.29%
Volatility 3Y:   -