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Goldman Sachs Put 300 RHHVF 21.06.../  DE000GP4PZR5  /

EUWAX
2024-05-24  9:28:17 AM Chg.+0.10 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
6.87EUR +1.48% -
Bid Size: -		 -
Ask Size: -		 Roche Holding Ltd 300.00 - 2024-06-21 Put
 

Master data

WKN: GP4PZR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2023-05-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.26
Leverage: Yes

Calculated values

Fair value: 6.91
Intrinsic value: 6.91
Implied volatility: 0.75
Historic volatility: 0.22
Parity: 6.91
Time value: 0.17
Break-even: 229.20
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.24
Spread %: 3.51%
Delta: -0.88
Theta: -0.14
Omega: -2.87
Rho: -0.20
 

Quote data

Open: 6.87
High: 6.87
Low: 6.87
Previous Close: 6.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.51%
1 Month
  -16.52%
3 Months
  -12.04%
YTD  
+1.33%
1 Year  
+142.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.87 6.50
1M High / 1M Low: 8.81 6.45
6M High / 6M Low: 8.81 5.57
High (YTD): 2024-05-03 8.81
Low (YTD): 2024-01-04 5.70
52W High: 2024-05-03 8.81
52W Low: 2023-06-06 2.70
Avg. price 1W:   6.72
Avg. volume 1W:   0.00
Avg. price 1M:   7.60
Avg. volume 1M:   0.00
Avg. price 6M:   7.21
Avg. volume 6M:   0.00
Avg. price 1Y:   6.12
Avg. volume 1Y:   0.00
Volatility 1M:   67.59%
Volatility 6M:   67.37%
Volatility 1Y:   71.08%
Volatility 3Y:   -