Goldman Sachs Put 400 CMI 21.02.2025
/ DE000GJ84ZE6
Goldman Sachs Put 400 CMI 21.02.2.../ DE000GJ84ZE6 /
| 2025-01-14 5:32:26 PM |
Chg.- |
Bid9:36:27 AM |
Ask9:36:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
- |
3.71
Bid Size: 2,000 |
4.01
Ask Size: 2,000 |
Cummins Inc |
400.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
GJ84ZE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cummins Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-12-11 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.79 |
| Intrinsic value: |
3.79 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
3.79 |
| Time value: |
0.51 |
| Break-even: |
346.72 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.30 |
| Spread %: |
7.50% |
| Delta: |
-0.76 |
| Theta: |
-0.17 |
| Omega: |
-6.19 |
| Rho: |
-0.32 |
Quote data
| Open: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
4.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.51% |
| 1 Month |
|
|
+15.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
-26.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.69 |
3.77 |
| 1M High / 1M Low: |
5.16 |
3.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-03 |
5.15 |
| Low (YTD): |
2025-01-14 |
3.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
