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Goldman Sachs Put 149.21 HNR1 20..../  DE000GP76U34  /

EUWAX
2024-05-31  5:20:48 PM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 HANNOVER RUECK SE NA... 149.21 EUR 2025-06-20 Put
 

Master data

WKN: GP76U3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 149.21 EUR
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 9.95:1
Exercise type: American
Quanto: -
Gearing: -50.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -7.94
Time value: 0.46
Break-even: 144.66
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.35
Spread abs.: 0.20
Spread %: 77.82%
Delta: -0.09
Theta: -0.02
Omega: -4.46
Rho: -0.26
 

Quote data

Open: 0.250
High: 0.250
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -29.41%
3 Months
  -25.00%
YTD
  -48.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.350 0.210
6M High / 6M Low: 0.590 0.210
High (YTD): 2024-01-02 0.450
Low (YTD): 2024-05-20 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.94%
Volatility 6M:   110.18%
Volatility 1Y:   -
Volatility 3Y:   -