Goldman Sachs Put 50 BAER 20.06.2025
/ DE000GP7E7S5
Goldman Sachs Put 50 BAER 20.06.2.../ DE000GP7E7S5 /
| 2024-06-03 11:13:04 AM |
Chg.-0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-6.52% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
50.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
GP7E7S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 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: |
-11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
-0.39 |
| Time value: |
0.50 |
| Break-even: |
46.09 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
6.40% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-3.43 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.52% |
| 1 Month |
|
|
-24.56% |
| 3 Months |
|
|
-48.19% |
| YTD |
|
|
-56.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.430 |
| 1M High / 1M Low: |
0.550 |
0.410 |
| 6M High / 6M Low: |
1.170 |
0.410 |
| High (YTD): |
2024-01-18 |
1.050 |
| Low (YTD): |
2024-05-24 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.793 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.37% |
| Volatility 6M: |
|
91.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
