Goldman Sachs Put 140 BALN 20.06.2025
/ DE000GP7E9U7
Goldman Sachs Put 140 BALN 20.06..../ DE000GP7E9U7 /
| 2024-05-17 9:12:47 AM |
Chg.+0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+1.11% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
140.00 CHF |
2025-06-20 |
Put |
Master data
| WKN: |
GP7E9U |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.82 |
| Time value: |
1.09 |
| Break-even: |
131.27 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
10.10% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-4.37 |
| Rho: |
-0.64 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.74% |
| 1 Month |
|
|
-45.83% |
| 3 Months |
|
|
-39.33% |
| YTD |
|
|
-61.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.900 |
| 1M High / 1M Low: |
1.730 |
0.900 |
| 6M High / 6M Low: |
2.460 |
0.900 |
| High (YTD): |
2024-01-08 |
2.450 |
| Low (YTD): |
2024-05-16 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.819 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.90% |
| Volatility 6M: |
|
73.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
