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Goldman Sachs Put 150 BLHEF 20.12.../  DE000GP4PXT6  /

EUWAX
2024-05-31  10:56:30 AM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.620EUR -4.62% -
Bid Size: -		 -
Ask Size: -		 Baloise Holdings AG 150.00 - 2024-12-20 Put
 

Master data

WKN: GP4PXT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.23
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.78
Time value: 0.71
Break-even: 142.90
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.10
Spread %: 16.39%
Delta: -0.32
Theta: -0.02
Omega: -7.13
Rho: -0.32
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month
  -57.53%
3 Months
  -62.65%
YTD
  -76.95%
1 Year
  -69.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.620
1M High / 1M Low: 1.460 0.620
6M High / 6M Low: 2.800 0.620
High (YTD): 2024-01-09 2.800
Low (YTD): 2024-05-31 0.620
52W High: 2023-10-23 3.060
52W Low: 2024-05-31 0.620
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.922
Avg. volume 1M:   0.000
Avg. price 6M:   1.870
Avg. volume 6M:   0.000
Avg. price 1Y:   2.149
Avg. volume 1Y:   0.000
Volatility 1M:   107.35%
Volatility 6M:   87.39%
Volatility 1Y:   82.11%
Volatility 3Y:   -