Goldman Sachs Put 42 G1A 20.09.20.../  DE000GJ0YCH3  /

EUWAX
8/23/2024  6:20:58 PM Chg.-0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 42.00 EUR 9/20/2024 Put
 

Master data

WKN: GJ0YCH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 42.00 EUR
Maturity: 9/20/2024
Issue date: 7/18/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.32
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.10
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.10
Time value: 0.08
Break-even: 40.24
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 20.55%
Delta: -0.59
Theta: -0.02
Omega: -13.71
Rho: -0.02
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -39.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.360 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -