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Goldman Sachs Put 300 SLHN 20.06..../  DE000GP7BRY1  /

EUWAX
2024-06-14  10:13:28 AM Chg.+0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.032EUR +3.23% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 300.00 CHF 2025-06-20 Put
 

Master data

WKN: GP7BRY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 300.00 CHF
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -78.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.20
Parity: -3.44
Time value: 0.08
Break-even: 306.42
Moneyness: 0.48
Premium: 0.53
Premium p.a.: 0.53
Spread abs.: 0.05
Spread %: 147.06%
Delta: -0.05
Theta: -0.04
Omega: -3.56
Rho: -0.39
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month  
+28.00%
3 Months  
+14.29%
YTD
  -38.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.029
1M High / 1M Low: 0.032 0.019
6M High / 6M Low: 0.052 0.019
High (YTD): 2024-01-05 0.050
Low (YTD): 2024-05-27 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.031
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.73%
Volatility 6M:   101.06%
Volatility 1Y:   -
Volatility 3Y:   -