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Goldman Sachs Put 60 BAER 20.06.2.../  DE000GP7E7W7  /

EUWAX
2024-09-20  11:05:02 AM Chg.+0.03 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.41EUR +2.17% -
Bid Size: -		 -
Ask Size: -		 JULIUS BAER N 60.00 CHF 2025-06-20 Put
 

Master data

WKN: GP7E7W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JULIUS BAER N
Type: Warrant
Option type: Put
Strike price: 60.00 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: -3.48
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.21
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 1.21
Time value: 0.26
Break-even: 48.51
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.14
Spread %: 10.53%
Delta: -0.62
Theta: -0.01
Omega: -2.16
Rho: -0.35
 

Quote data

Open: 1.41
High: 1.41
Low: 1.41
Previous Close: 1.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.96%
1 Month  
+6.02%
3 Months  
+9.30%
YTD
  -18.97%
1 Year  
+54.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.38
1M High / 1M Low: 1.66 1.29
6M High / 6M Low: 1.76 0.95
High (YTD): 2024-01-18 1.88
Low (YTD): 2024-05-24 0.95
52W High: 2023-12-05 2.00
52W Low: 2023-10-12 0.88
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   0.00
Avg. price 6M:   1.31
Avg. volume 6M:   0.00
Avg. price 1Y:   1.41
Avg. volume 1Y:   0.00
Volatility 1M:   70.35%
Volatility 6M:   87.22%
Volatility 1Y:   85.05%
Volatility 3Y:   -