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

EUWAX
2024-06-07  11:53:56 AM Chg.+0.090 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.340EUR +36.00% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 50.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.94
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -0.27
Time value: 0.35
Break-even: 46.47
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 3.52%
Delta: -0.34
Theta: -0.01
Omega: -5.07
Rho: -0.11
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.93%
1 Month     0.00%
3 Months
  -43.33%
YTD
  -59.04%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.340 0.220
6M High / 6M Low: 0.930 0.220
High (YTD): 2024-01-17 0.910
Low (YTD): 2024-05-27 0.220
52W High: 2023-11-29 1.050
52W Low: 2024-05-27 0.220
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   0.597
Avg. volume 6M:   0.000
Avg. price 1Y:   0.536
Avg. volume 1Y:   0.000
Volatility 1M:   186.28%
Volatility 6M:   124.80%
Volatility 1Y:   119.86%
Volatility 3Y:   -