Goldman Sachs Put 240 DHR 15.11.2.../  DE000GJ4BVU6  /

EUWAX
2024-11-12  5:09:18 PM Chg.+0.050 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.120EUR +71.43% -
Bid Size: -
-
Ask Size: -
Danaher Corporation 240.00 USD 2024-11-15 Put
 

Master data

WKN: GJ4BVU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Put
Strike price: 240.00 USD
Maturity: 2024-11-15
Issue date: 2024-09-25
Last trading day: 2024-11-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.54
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.21
Parity: -0.30
Time value: 0.36
Break-even: 221.49
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 31.78
Spread abs.: 0.20
Spread %: 125.79%
Delta: -0.39
Theta: -0.80
Omega: -24.87
Rho: -0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -45.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.070
1M High / 1M Low: 0.310 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   503.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -