Goldman Sachs Put 40 BAER 20.06.2025
/ DE000GP7E5Q3
Goldman Sachs Put 40 BAER 20.06.2.../ DE000GP7E5Q3 /
| 2024-06-03 11:13:03 AM |
Chg.-0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
40.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
GP7E5Q |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-1.42 |
| Time value: |
0.22 |
| Break-even: |
38.69 |
| Moneyness: |
0.74 |
| Premium: |
0.30 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
16.04% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-3.86 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-48.57% |
| YTD |
|
|
-60.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.180 |
| 1M High / 1M Low: |
0.220 |
0.160 |
| 6M High / 6M Low: |
0.560 |
0.160 |
| High (YTD): |
2024-01-18 |
0.490 |
| Low (YTD): |
2024-05-24 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.12% |
| Volatility 6M: |
|
97.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
