Goldman Sachs Put 60 BAER 20.06.2025
/ DE000GP7E7W7
Goldman Sachs Put 60 BAER 20.06.2.../ DE000GP7E7W7 /
| 2024-06-03 11:13:04 AM |
Chg.-0.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-5.61% |
-
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: |
-5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.63 |
| Time value: |
0.46 |
| Break-even: |
50.39 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
2.83% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-2.49 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.12% |
| 1 Month |
|
|
-17.21% |
| 3 Months |
|
|
-39.88% |
| YTD |
|
|
-41.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.97 |
| 1M High / 1M Low: |
1.22 |
0.95 |
| 6M High / 6M Low: |
2.00 |
0.95 |
| High (YTD): |
2024-01-18 |
1.88 |
| Low (YTD): |
2024-05-24 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.16% |
| Volatility 6M: |
|
68.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
