Goldman Sachs Put 42 G1A 20.12.20.../  DE000GJ0TJJ4  /

EUWAX
11/1/2024  6:19:13 PM Chg.- Bid9:00:04 AM Ask9:00:04 AM Underlying Strike price Expiration date Option type
0.060EUR - -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 42.00 EUR 12/20/2024 Put
 

Master data

WKN: GJ0TJJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 42.00 EUR
Maturity: 12/20/2024
Issue date: 7/16/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.19
Parity: -0.35
Time value: 0.14
Break-even: 40.65
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 1.23
Spread abs.: 0.07
Spread %: 107.69%
Delta: -0.27
Theta: -0.03
Omega: -9.25
Rho: -0.02
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month     0.00%
3 Months
  -83.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.050
1M High / 1M Low: 0.070 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -