Goldman Sachs Put 120 CFR 19.06.2.../  DE000GJ47C71  /

EUWAX
2024-12-20  9:59:18 AM Chg.+0.07 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
1.40EUR +5.26% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 120.00 CHF 2026-06-19 Put
 

Master data

WKN: GJ47C7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 120.00 CHF
Maturity: 2026-06-19
Issue date: 2024-09-23
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.10
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -1.56
Time value: 1.43
Break-even: 114.53
Moneyness: 0.89
Premium: 0.21
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 5.15%
Delta: -0.28
Theta: -0.02
Omega: -2.86
Rho: -0.82
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -30.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.22
1M High / 1M Low: 2.00 1.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -