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Goldman Sachs Put 6500 PX1 20.06..../  DE000GP76RH9  /

EUWAX
23/01/2025  08:36:49 Chg.-0.050 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.540EUR -8.47% -
Bid Size: -		 -
Ask Size: -		 CAC 40 6,500.00 - 20/06/2025 Put
 

Master data

WKN: GP76RH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAC 40
Type: Warrant
Option type: Put
Strike price: 6,500.00 -
Maturity: 20/06/2025
Issue date: 29/06/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -140.20
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.13
Parity: -13.37
Time value: 0.56
Break-even: 6,444.10
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 1.82%
Delta: -0.09
Theta: -0.63
Omega: -12.75
Rho: -3.12
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.65%
1 Month
  -59.09%
3 Months
  -55.74%
YTD
  -52.21%
1 Year
  -78.05%
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.590
1M High / 1M Low: 1.320 0.590
6M High / 6M Low: 2.410 0.590
High (YTD): 13/01/2025 1.130
Low (YTD): 22/01/2025 0.590
52W High: 23/01/2024 2.460
52W Low: 22/01/2025 0.590
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.952
Avg. volume 1M:   0.000
Avg. price 6M:   1.292
Avg. volume 6M:   0.000
Avg. price 1Y:   1.395
Avg. volume 1Y:   0.000
Volatility 1M:   140.86%
Volatility 6M:   147.81%
Volatility 1Y:   125.61%
Volatility 3Y:   -