Goldman Sachs Put 2500 GIVN 19.12.../  DE000GJ0HVN6  /

EUWAX
15/11/2024  10:02:02 Chg.0.000 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.420EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 2,500.00 CHF 19/12/2025 Put
 

Master data

WKN: GJ0HVN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Put
Strike price: 2,500.00 CHF
Maturity: 19/12/2025
Issue date: 10/07/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -57.91
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.21
Parity: -14.11
Time value: 0.70
Break-even: 2,596.06
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 0.33
Spread abs.: 0.30
Spread %: 73.83%
Delta: -0.08
Theta: -0.27
Omega: -4.82
Rho: -4.48
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month  
+40.00%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -