OverviewChartNewsTraderScreen

Goldman Sachs Put 150 UHR 20.06.2.../  DE000GP7BRX3  /

EUWAX
2024-09-26  9:23:15 AM Chg.-0.35 Bid10:13:45 AM Ask10:13:45 AM Underlying Strike price Expiration date Option type
0.97EUR -26.52% 0.95
Bid Size: 5,000		 1.00
Ask Size: 2,000		 SWATCH GROUP I 150.00 CHF 2025-06-20 Put
 

Master data

WKN: GP7BRX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Put
Strike price: 150.00 CHF
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.77
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -0.63
Time value: 1.40
Break-even: 144.44
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 3.70%
Delta: -0.36
Theta: -0.03
Omega: -4.21
Rho: -0.53
 

Quote data

Open: 0.97
High: 0.97
Low: 0.97
Previous Close: 1.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.49%
1 Month  
+70.18%
3 Months  
+64.41%
YTD  
+51.56%
1 Year  
+36.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.56 1.19
1M High / 1M Low: 1.56 0.57
6M High / 6M Low: 1.56 0.54
High (YTD): 2024-09-23 1.56
Low (YTD): 2024-08-16 0.54
52W High: 2024-09-23 1.56
52W Low: 2024-08-16 0.54
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.08
Avg. volume 1M:   0.00
Avg. price 6M:   0.75
Avg. volume 6M:   0.00
Avg. price 1Y:   0.73
Avg. volume 1Y:   0.00
Volatility 1M:   153.21%
Volatility 6M:   135.87%
Volatility 1Y:   114.89%
Volatility 3Y:   -