Goldman Sachs Put 250 ADS 17.01.2025
/ DE000GJ84WF0
Goldman Sachs Put 250 ADS 17.01.2.../ DE000GJ84WF0 /
2024-12-20 10:57:00 AM |
Chg.+0.43 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.67EUR |
+34.68% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
250.00 EUR |
2025-01-17 |
Put |
Master data
WKN: |
GJ84WF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 EUR |
Maturity: |
2025-01-17 |
Issue date: |
2024-12-11 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.36 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
1.36 |
Time value: |
0.34 |
Break-even: |
233.00 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.30 |
Spread %: |
21.43% |
Delta: |
-0.70 |
Theta: |
-0.13 |
Omega: |
-9.78 |
Rho: |
-0.14 |
Quote data
Open: |
1.67 |
High: |
1.67 |
Low: |
1.67 |
Previous Close: |
1.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+67.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.67 |
0.93 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |