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Goldman Sachs Put 150 TRV 21.06.2.../  DE000GP7BXU7  /

EUWAX
2024-05-15  11:12:36 AM Chg.-0.001 Bid9:20:42 PM Ask9:20:42 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% 0.002
Bid Size: 10,000		 0.072
Ask Size: 10,000		 The Travelers Compan... 150.00 USD 2024-06-21 Put
 

Master data

WKN: GP7BXU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -131.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.17
Parity: -6.25
Time value: 0.15
Break-even: 137.18
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 14.27
Spread abs.: 0.15
Spread %: 5,000.00%
Delta: -0.06
Theta: -0.08
Omega: -7.90
Rho: -0.01
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -90.00%
3 Months
  -95.00%
YTD
  -98.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.020 0.001
6M High / 6M Low: 0.350 0.001
High (YTD): 2024-01-08 0.100
Low (YTD): 2024-05-13 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   800.76%
Volatility 6M:   418.48%
Volatility 1Y:   -
Volatility 3Y:   -