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

EUWAX
10/2/2024  4:18:17 PM Chg.+0.11 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.75EUR +6.71% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 10.00 EUR 6/19/2026 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: 6/19/2026
Issue date: 7/2/2024
Last trading day: 6/18/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -5.79
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.41
Parity: -3.50
Time value: 2.33
Break-even: 7.67
Moneyness: 0.74
Premium: 0.43
Premium p.a.: 0.23
Spread abs.: 0.77
Spread %: 49.36%
Delta: -0.20
Theta: 0.00
Omega: -1.15
Rho: -0.09
 

Quote data

Open: 1.68
High: 1.75
Low: 1.68
Previous Close: 1.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.90%
1 Month  
+12.90%
3 Months
  -16.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.64 1.55
1M High / 1M Low: 1.65 1.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -