Goldman Sachs Put 15500 NDX.X 25..../  DE000GJ3MR05  /

EUWAX
11/10/2024  13:14:56 Chg.0.000 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.040EUR 0.00% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 15,500.00 USD 25/10/2024 Put
 

Master data

WKN: GJ3MR0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 15,500.00 USD
Maturity: 25/10/2024
Issue date: 11/09/2024
Last trading day: 24/10/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -788.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.16
Parity: -43.64
Time value: 0.24
Break-even: 14,150.91
Moneyness: 0.76
Premium: 0.24
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 571.43%
Delta: -0.02
Theta: -5.41
Omega: -18.19
Rho: -0.16
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -85.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.040
1M High / 1M Low: 0.270 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -