Goldman Sachs Put 100 JNJ 21.03.2025
/ DE000GJ2L296
Goldman Sachs Put 100 JNJ 21.03.2.../ DE000GJ2L296 /
2024-11-11 9:32:58 AM |
Chg.- |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
- |
- Bid Size: - |
- Ask Size: - |
Johnson and Johnson |
100.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
GJ2L29 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Johnson and Johnson |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-08-21 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-454.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.14 |
Parity: |
-5.16 |
Time value: |
0.03 |
Break-even: |
93.46 |
Moneyness: |
0.64 |
Premium: |
0.36 |
Premium p.a.: |
1.37 |
Spread abs.: |
0.02 |
Spread %: |
166.67% |
Delta: |
-0.02 |
Theta: |
-0.01 |
Omega: |
-10.31 |
Rho: |
-0.01 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.010 |
1M High / 1M Low: |
0.030 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.015 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
657.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |