Goldman Sachs Put 32 HAL 20.12.20.../  DE000GJ520F0  /

EUWAX
11/12/2024  5:30:47 PM Chg.-0.060 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.210EUR -22.22% -
Bid Size: -
-
Ask Size: -
Halliburton Co 32.00 USD 12/20/2024 Put
 

Master data

WKN: GJ520F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Put
Strike price: 32.00 USD
Maturity: 12/20/2024
Issue date: 10/9/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.45
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.18
Implied volatility: 0.34
Historic volatility: 0.25
Parity: 0.18
Time value: 0.05
Break-even: 27.74
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.68
Theta: -0.01
Omega: -8.45
Rho: -0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month
  -12.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.270
1M High / 1M Low: 0.440 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.305
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -