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Goldman Sachs Put 300 RHHVF 21.06.../  DE000GP4PZR5  /

EUWAX
17/06/2024  11:14:38 Chg.+0.20 Bid15:12:14 Ask15:12:14 Underlying Strike price Expiration date Option type
5.78EUR +3.58% 5.78
Bid Size: 10,000		 5.85
Ask Size: 10,000		 Roche Holding Ltd 300.00 - 21/06/2024 Put
 

Master data

WKN: GP4PZR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 21/06/2024
Issue date: 15/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.39
Leverage: Yes

Calculated values

Fair value: 4.17
Intrinsic value: 4.17
Implied volatility: 2.95
Historic volatility: 0.22
Parity: 4.17
Time value: 1.72
Break-even: 241.10
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 3.51%
Delta: -0.63
Theta: -3.74
Omega: -2.76
Rho: -0.02
 

Quote data

Open: 5.78
High: 5.78
Low: 5.78
Previous Close: 5.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.22%
1 Month
  -10.39%
3 Months
  -19.39%
YTD
  -14.75%
1 Year  
+73.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.27 5.58
1M High / 1M Low: 7.40 5.58
6M High / 6M Low: 8.81 5.58
High (YTD): 03/05/2024 8.81
Low (YTD): 14/06/2024 5.58
52W High: 03/05/2024 8.81
52W Low: 19/06/2023 3.50
Avg. price 1W:   5.97
Avg. volume 1W:   0.00
Avg. price 1M:   6.60
Avg. volume 1M:   0.00
Avg. price 6M:   7.23
Avg. volume 6M:   0.00
Avg. price 1Y:   6.33
Avg. volume 1Y:   0.00
Volatility 1M:   41.77%
Volatility 6M:   62.82%
Volatility 1Y:   68.21%
Volatility 3Y:   -