Goldman Sachs Put 260 AMGN 17.01.2025
/ DE000GJ75P63
Goldman Sachs Put 260 AMGN 17.01..../ DE000GJ75P63 /
| 2024-12-23 10:38:31 AM |
Chg.+0.250 |
Bid5:05:26 PM |
Ask5:05:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+96.15% |
0.490
Bid Size: 20,000 |
0.510
Ask Size: 20,000 |
Amgen Inc |
260.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GJ75P6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-20 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.32 |
| Time value: |
0.50 |
| Break-even: |
244.21 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.05 |
| Spread %: |
11.14% |
| Delta: |
-0.40 |
| Theta: |
-0.12 |
| Omega: |
-20.20 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.21% |
| 1 Month |
|
|
-17.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.260 |
| 1M High / 1M Low: |
0.810 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
