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Goldman Sachs Put 300 UHR 20.06.2.../  DE000GP7BWW5  /

EUWAX
2024-09-25  11:08:21 AM Chg.-0.08 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
15.71EUR -0.51% -
Bid Size: -		 -
Ask Size: -		 SWATCH GROUP I 300.00 CHF 2025-06-20 Put
 

Master data

WKN: GP7BWW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
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: 10:1
Exercise type: American
Quanto: No
Gearing: -1.00
Leverage: Yes

Calculated values

Fair value: 15.57
Intrinsic value: 15.57
Implied volatility: 0.81
Historic volatility: 0.28
Parity: 15.57
Time value: 0.63
Break-even: 156.20
Moneyness: 1.96
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 0.43%
Delta: -0.72
Theta: -0.04
Omega: -0.72
Rho: -2.05
 

Quote data

Open: 15.71
High: 15.71
Low: 15.71
Previous Close: 15.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.81%
1 Month  
+22.35%
3 Months  
+35.43%
YTD  
+82.89%
1 Year  
+93.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.27 15.43
1M High / 1M Low: 16.27 12.73
6M High / 6M Low: 16.27 9.63
High (YTD): 2024-09-23 16.27
Low (YTD): 2024-01-02 8.85
52W High: 2024-09-23 16.27
52W Low: 2023-11-08 7.34
Avg. price 1W:   15.86
Avg. volume 1W:   0.00
Avg. price 1M:   14.78
Avg. volume 1M:   0.00
Avg. price 6M:   12.39
Avg. volume 6M:   0.00
Avg. price 1Y:   10.82
Avg. volume 1Y:   0.00
Volatility 1M:   31.56%
Volatility 6M:   43.28%
Volatility 1Y:   47.81%
Volatility 3Y:   -