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Goldman Sachs Put 250 SWGAF 20.12.../  DE000GP42HD1  /

EUWAX
2024-06-05  11:49:16 AM Chg.+0.21 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
6.10EUR +3.57% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 250.00 - 2024-12-20 Put
 

Master data

WKN: GP42HD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-05-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.34
Leverage: Yes

Calculated values

Fair value: 5.05
Intrinsic value: 5.05
Implied volatility: 0.49
Historic volatility: 0.26
Parity: 5.05
Time value: 0.92
Break-even: 190.30
Moneyness: 1.25
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 1.19%
Delta: -0.65
Theta: -0.05
Omega: -2.17
Rho: -1.03
 

Quote data

Open: 6.10
High: 6.10
Low: 6.10
Previous Close: 5.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.49%
1 Month  
+1.50%
3 Months  
+18.45%
YTD  
+57.62%
1 Year  
+106.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.20 5.69
1M High / 1M Low: 6.24 5.17
6M High / 6M Low: 6.80 3.41
High (YTD): 2024-04-19 6.80
Low (YTD): 2024-01-02 4.06
52W High: 2024-04-19 6.80
52W Low: 2023-07-13 2.01
Avg. price 1W:   6.00
Avg. volume 1W:   0.00
Avg. price 1M:   5.93
Avg. volume 1M:   0.00
Avg. price 6M:   5.26
Avg. volume 6M:   0.00
Avg. price 1Y:   4.24
Avg. volume 1Y:   0.00
Volatility 1M:   69.46%
Volatility 6M:   82.22%
Volatility 1Y:   84.96%
Volatility 3Y:   -