Goldman Sachs Put 10 NDX1 19.06.2.../  DE000GJ02NK1  /

EUWAX
23/08/2024  17:14:36 Chg.-0.04 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.65EUR -2.37% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 10.00 EUR 19/06/2026 Put
 

Master data

WKN: GJ02NK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Put
Strike price: 10.00 EUR
Maturity: 19/06/2026
Issue date: 02/07/2024
Last trading day: 18/06/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -5.79
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.42
Parity: -3.84
Time value: 2.39
Break-even: 7.61
Moneyness: 0.72
Premium: 0.45
Premium p.a.: 0.23
Spread abs.: 0.70
Spread %: 41.42%
Delta: -0.19
Theta: 0.00
Omega: -1.09
Rho: -0.09
 

Quote data

Open: 1.66
High: 1.66
Low: 1.65
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.48%
1 Month
  -4.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.61
1M High / 1M Low: 1.98 1.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -