Goldman Sachs Put 120 AEC1 20.12..../  DE000GJ2B1P5  /

EUWAX
2024-11-01  9:17:06 AM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.003EUR - -
Bid Size: -
-
Ask Size: -
AMER. EXPRESS DL... 120.00 - 2024-12-20 Put
 

Master data

WKN: GJ2B1P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2024-08-09
Last trading day: 2024-11-04
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -132.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.73
Historic volatility: 0.22
Parity: -14.95
Time value: 0.20
Break-even: 117.97
Moneyness: 0.45
Premium: 0.56
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 6,666.67%
Delta: -0.03
Theta: -0.15
Omega: -4.18
Rho: -0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -70.00%
3 Months
  -85.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.010 0.002
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,377.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -