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Goldman Sachs Put 50 JBARF 20.12..../  DE000GP4HKS2  /

EUWAX
2024-05-23  10:00:09 AM Chg.-0.050 Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
0.230EUR -17.86% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 50.00 - 2024-12-20 Put
 

Master data

WKN: GP4HKS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Julius Baer Group Ltd.
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.78
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.29
Parity: -0.44
Time value: 0.31
Break-even: 46.94
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 10.87%
Delta: -0.30
Theta: -0.01
Omega: -5.25
Rho: -0.11
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -54.90%
3 Months
  -69.33%
YTD
  -72.29%
1 Year
  -54.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.250
1M High / 1M Low: 0.540 0.250
6M High / 6M Low: 1.050 0.250
High (YTD): 2024-01-17 0.910
Low (YTD): 2024-05-17 0.250
52W High: 2023-11-29 1.050
52W Low: 2024-05-17 0.250
Avg. price 1W:   0.265
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   0.662
Avg. volume 6M:   0.000
Avg. price 1Y:   0.549
Avg. volume 1Y:   0.000
Volatility 1M:   100.24%
Volatility 6M:   113.83%
Volatility 1Y:   110.21%
Volatility 3Y:   -