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

EUWAX
6/14/2024  9:20:37 AM Chg.+0.040 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.360EUR +12.50% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 50.00 - 12/20/2024 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: 12/20/2024
Issue date: 5/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.96
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -0.26
Time value: 0.41
Break-even: 45.94
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 14.37%
Delta: -0.35
Theta: -0.01
Omega: -4.52
Rho: -0.12
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+44.00%
3 Months
  -30.77%
YTD
  -56.63%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.360 0.220
6M High / 6M Low: 0.910 0.220
High (YTD): 1/17/2024 0.910
Low (YTD): 5/27/2024 0.220
52W High: 11/29/2023 1.050
52W Low: 5/27/2024 0.220
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.575
Avg. volume 6M:   0.000
Avg. price 1Y:   0.533
Avg. volume 1Y:   0.000
Volatility 1M:   181.64%
Volatility 6M:   125.93%
Volatility 1Y:   120.68%
Volatility 3Y:   -