Goldman Sachs Put 120 TJX 17.01.2025
/ DE000GG9VCA8
Goldman Sachs Put 120 TJX 17.01.2.../ DE000GG9VCA8 /
18/10/2024 09:37:00 |
Chg.+0.050 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+9.43% |
- Bid Size: - |
- Ask Size: - |
TJX Companies Inc |
120.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
GG9VCA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
20/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
0.21 |
Time value: |
0.40 |
Break-even: |
104.32 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.07 |
Spread %: |
12.96% |
Delta: |
-0.51 |
Theta: |
-0.02 |
Omega: |
-9.08 |
Rho: |
-0.15 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.76% |
1 Month |
|
|
+7.41% |
3 Months |
|
|
-35.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.530 |
1M High / 1M Low: |
0.890 |
0.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.626 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.648 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |