Historical Volatility (Parkinson) (150-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

Global Blue Group Holding AG (GB) had 150-Day Historical Volatility (Parkinson) of 0.4199 for 2024-05-06.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4210
Historical Volatility (Parkinson)	0.4199
Implied Volatility (Calls)	0.5728
Implied Volatility (Puts)	0.4533
Implied Volatility (Mean)	0.5131
Put-Call Implied Volatility Ratio	0.7913
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	8.0980
Forward Price	5.39
Call Breakeven Price	6.81
Put Breakeven Price	4.56
Option Breakeven Price	4.87