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Goldman Sachs Put 180 TRV 21.06.2.../  DE000GP7BRW5  /

EUWAX
6/4/2024  10:57:43 AM Chg.+0.010 Bid3:44:53 PM Ask3:44:53 PM Underlying Strike price Expiration date Option type
0.030EUR +50.00% 0.013
Bid Size: 10,000		 0.083
Ask Size: 10,000		 The Travelers Compan... 180.00 USD 6/21/2024 Put
 

Master data

WKN: GP7BRW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Put
Strike price: 180.00 USD
Maturity: 6/21/2024
Issue date: 7/3/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -107.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.17
Parity: -2.78
Time value: 0.18
Break-even: 163.23
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 20.49
Spread abs.: 0.15
Spread %: 500.00%
Delta: -0.12
Theta: -0.16
Omega: -13.13
Rho: -0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.43%
1 Month     0.00%
3 Months
  -75.00%
YTD
  -94.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.030 0.010
6M High / 6M Low: 0.760 0.010
High (YTD): 1/3/2024 0.450
Low (YTD): 5/23/2024 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   8.800
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   971.23%
Volatility 6M:   608.39%
Volatility 1Y:   -
Volatility 3Y:   -