Goldman Sachs Put 40 BAER 20.06.2025
/ DE000GP7E5Q3
Goldman Sachs Put 40 BAER 20.06.2.../ DE000GP7E5Q3 /
| 6/14/2024 10:51:55 AM |
Chg.+0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+15.79% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
40.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/4/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-1.06 |
| Time value: |
0.24 |
| Break-even: |
39.57 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
14.22% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-4.07 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
-52.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.190 |
| 1M High / 1M Low: |
0.220 |
0.160 |
| 6M High / 6M Low: |
0.490 |
0.160 |
| High (YTD): |
1/18/2024 |
0.490 |
| Low (YTD): |
5/24/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.324 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.73% |
| Volatility 6M: |
|
98.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
