OverviewChartNewsTraderScreen

Goldman Sachs Put 50 JBARF 20.12..../  DE000GP4HKS2  /

EUWAX
20/09/2024  09:50:23 Chg.-0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 50.00 - 20/12/2024 Put
 

Master data

WKN: GP4HKS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Julius Baer Group Ltd.
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 20/12/2024
Issue date: 11/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.35
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.30
Parity: -0.11
Time value: 0.36
Break-even: 46.44
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.42
Spread abs.: 0.08
Spread %: 30.40%
Delta: -0.40
Theta: -0.02
Omega: -5.77
Rho: -0.06
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.43%
1 Month
  -6.67%
3 Months
  -12.50%
YTD
  -66.27%
1 Year
  -24.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.280
1M High / 1M Low: 0.510 0.270
6M High / 6M Low: 0.690 0.220
High (YTD): 17/01/2024 0.910
Low (YTD): 27/05/2024 0.220
52W High: 29/11/2023 1.050
52W Low: 27/05/2024 0.220
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.372
Avg. volume 6M:   0.000
Avg. price 1Y:   0.522
Avg. volume 1Y:   0.000
Volatility 1M:   209.36%
Volatility 6M:   207.72%
Volatility 1Y:   171.19%
Volatility 3Y:   -