Goldman Sachs Put 79.31 CFR 20.06.../  DE000GP7BS67  /

EUWAX
2024-06-14  10:13:28 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 79.31 CHF 2025-06-20 Put
 

Master data

WKN: GP7BS6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 79.31 CHF
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 9.91:1
Exercise type: American
Quanto: No
Gearing: -67.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.31
Parity: -6.71
Time value: 0.22
Break-even: 81.01
Moneyness: 0.56
Premium: 0.46
Premium p.a.: 0.45
Spread abs.: 0.08
Spread %: 58.87%
Delta: -0.06
Theta: -0.01
Omega: -4.04
Rho: -0.11
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -16.67%
3 Months
  -16.67%
YTD
  -65.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.180 0.130
6M High / 6M Low: 0.510 0.130
High (YTD): 2024-01-17 0.510
Low (YTD): 2024-06-07 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.261
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.87%
Volatility 6M:   78.19%
Volatility 1Y:   -
Volatility 3Y:   -