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Goldman Sachs Put 25 BAER 20.09.2.../  DE000GG0CK37  /

EUWAX
6/21/2024  10:56:51 AM Chg.-0.004 Bid11:22:10 AM Ask11:22:10 AM Underlying Strike price Expiration date Option type
0.011EUR -26.67% 0.012
Bid Size: 50,000		 0.022
Ask Size: 50,000		 JULIUS BAER N 25.00 CHF 9/20/2024 Put
 

Master data

WKN: GG0CK3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JULIUS BAER N
Type: Warrant
Option type: Put
Strike price: 25.00 CHF
Maturity: 9/20/2024
Issue date: 11/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -127.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.30
Parity: -2.74
Time value: 0.04
Break-even: 25.78
Moneyness: 0.49
Premium: 0.52
Premium p.a.: 4.34
Spread abs.: 0.03
Spread %: 250.00%
Delta: -0.04
Theta: -0.01
Omega: -4.57
Rho: -0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -15.38%
3 Months
  -31.25%
YTD
  -84.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.013
1M High / 1M Low: 0.015 0.010
6M High / 6M Low: 0.072 0.010
High (YTD): 1/5/2024 0.072
Low (YTD): 5/24/2024 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.15%
Volatility 6M:   151.14%
Volatility 1Y:   -
Volatility 3Y:   -