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Goldman Sachs Put 280 SWGAF 21.06.../  DE000GP5BT01  /

EUWAX
2024-06-13  9:22:45 AM Chg.+0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
9.53EUR +0.74% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 280.00 - 2024-06-21 Put
 

Master data

WKN: GP5BT0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 280.00 -
Maturity: 2024-06-21
Issue date: 2023-06-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.06
Leverage: Yes

Calculated values

Fair value: 8.49
Intrinsic value: 8.49
Implied volatility: 2.80
Historic volatility: 0.26
Parity: 8.49
Time value: 1.00
Break-even: 185.20
Moneyness: 1.43
Premium: 0.05
Premium p.a.: 8.67
Spread abs.: 0.14
Spread %: 1.50%
Delta: -0.75
Theta: -1.60
Omega: -1.54
Rho: -0.05
 

Quote data

Open: 9.53
High: 9.53
Low: 9.53
Previous Close: 9.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.53%
1 Month  
+5.42%
3 Months  
+28.26%
YTD  
+60.44%
1 Year  
+156.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.60 9.46
1M High / 1M Low: 9.60 8.06
6M High / 6M Low: 9.88 5.19
High (YTD): 2024-04-19 9.88
Low (YTD): 2024-01-02 6.18
52W High: 2024-04-19 9.88
52W Low: 2023-07-13 2.61
Avg. price 1W:   9.51
Avg. volume 1W:   0.00
Avg. price 1M:   9.01
Avg. volume 1M:   0.00
Avg. price 6M:   8.13
Avg. volume 6M:   0.00
Avg. price 1Y:   6.38
Avg. volume 1Y:   0.00
Volatility 1M:   48.64%
Volatility 6M:   61.15%
Volatility 1Y:   79.70%
Volatility 3Y:   -