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Goldman Sachs Put 60 BOSS 21.06.2.../  DE000GP44RU0  /

EUWAX
6/6/2024  5:23:56 PM Chg.- Bid9:15:21 AM Ask9:15:21 AM Underlying Strike price Expiration date Option type
1.29EUR - 1.31
Bid Size: 10,000		 -
Ask Size: -		 HUGO BOSS AG NA O.N. 60.00 - 6/21/2024 Put
 

Master data

WKN: GP44RU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HUGO BOSS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 6/21/2024
Issue date: 5/23/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.49
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.29
Implied volatility: 1.07
Historic volatility: 0.31
Parity: 1.29
Time value: 0.06
Break-even: 46.50
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.41
Spread abs.: 0.07
Spread %: 5.47%
Delta: -0.85
Theta: -0.08
Omega: -2.97
Rho: -0.02
 

Quote data

Open: 1.27
High: 1.29
Low: 1.27
Previous Close: 1.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.16%
1 Month
  -5.15%
3 Months  
+61.25%
YTD  
+437.50%
1 Year  
+230.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.13
1M High / 1M Low: 1.40 0.98
6M High / 6M Low: 1.40 0.21
High (YTD): 5/8/2024 1.40
Low (YTD): 1/12/2024 0.23
52W High: 5/8/2024 1.40
52W Low: 12/14/2023 0.21
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   0.70
Avg. volume 6M:   0.00
Avg. price 1Y:   0.56
Avg. volume 1Y:   0.00
Volatility 1M:   98.74%
Volatility 6M:   294.57%
Volatility 1Y:   223.02%
Volatility 3Y:   -