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

EUWAX
1/24/2025  8:30:13 AM Chg.-0.060 Bid1:48:07 PM Ask1:48:07 PM Underlying Strike price Expiration date Option type
0.480EUR -11.11% 0.510
Bid Size: 150,000		 0.520
Ask Size: 150,000		 CAC 40 6,500.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -155.98
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.13
Parity: -13.93
Time value: 0.51
Break-even: 6,449.40
Moneyness: 0.82
Premium: 0.18
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 2.02%
Delta: -0.08
Theta: -0.59
Omega: -13.02
Rho: -2.86
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.43%
1 Month
  -63.64%
3 Months
  -59.32%
YTD
  -57.52%
1 Year
  -79.75%
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.540
1M High / 1M Low: 1.210 0.540
6M High / 6M Low: 2.410 0.540
High (YTD): 1/13/2025 1.130
Low (YTD): 1/23/2025 0.540
52W High: 8/5/2024 2.410
52W Low: 1/23/2025 0.540
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.909
Avg. volume 1M:   0.000
Avg. price 6M:   1.286
Avg. volume 6M:   0.000
Avg. price 1Y:   1.387
Avg. volume 1Y:   0.000
Volatility 1M:   151.63%
Volatility 6M:   148.05%
Volatility 1Y:   125.83%
Volatility 3Y:   -