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Goldman Sachs Put 60 JBARF 20.12..../  DE000GP4HJG9  /

EUWAX
5/31/2024  10:21:45 AM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.800EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 60.00 - 12/20/2024 Put
 

Master data

WKN: GP4HJG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Julius Baer Group Ltd.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 5/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.55
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.50
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 0.50
Time value: 0.34
Break-even: 51.60
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 3.70%
Delta: -0.54
Theta: -0.01
Omega: -3.52
Rho: -0.21
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.94%
1 Month
  -27.93%
3 Months
  -48.05%
YTD
  -50.92%
1 Year
  -23.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.700
1M High / 1M Low: 1.080 0.670
6M High / 6M Low: 1.920 0.670
High (YTD): 1/17/2024 1.790
Low (YTD): 5/23/2024 0.670
52W High: 12/5/2023 1.920
52W Low: 7/28/2023 0.660
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.829
Avg. volume 1M:   0.000
Avg. price 6M:   1.372
Avg. volume 6M:   0.000
Avg. price 1Y:   1.159
Avg. volume 1Y:   0.000
Volatility 1M:   110.17%
Volatility 6M:   84.54%
Volatility 1Y:   89.08%
Volatility 3Y:   -