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Goldman Sachs Put 100 BLHEF 21.06.../  DE000GZ36MY8  /

EUWAX
2024-05-02  10:04:48 AM Chg.-0.009 Bid5:59:49 PM Ask5:59:49 PM Underlying Strike price Expiration date Option type
0.030EUR -23.08% 0.040
Bid Size: 10,000		 0.140
Ask Size: 5,000		 Baloise Holdings AG 100.00 - 2024-06-21 Put
 

Master data

WKN: GZ36MY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -111.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.19
Parity: -4.09
Time value: 0.13
Break-even: 98.74
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 5.76
Spread abs.: 0.11
Spread %: 800.00%
Delta: -0.07
Theta: -0.05
Omega: -7.85
Rho: -0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+7.14%
3 Months
  -52.38%
YTD
  -76.92%
1 Year
  -90.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.039 0.020
1M High / 1M Low: 0.039 0.020
6M High / 6M Low: 0.190 0.020
High (YTD): 2024-01-10 0.130
Low (YTD): 2024-04-29 0.020
52W High: 2023-05-12 0.360
52W Low: 2024-04-29 0.020
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.164
Avg. volume 1Y:   0.000
Volatility 1M:   396.09%
Volatility 6M:   207.97%
Volatility 1Y:   169.60%
Volatility 3Y:   -