Goldman Sachs Put 44 G1A 21.03.20.../  DE000GJ21TP7  /

EUWAX
2024-12-23  6:29:49 PM Chg.-0.010 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 44.00 EUR 2025-03-21 Put
 

Master data

WKN: GJ21TP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 44.00 EUR
Maturity: 2025-03-21
Issue date: 2024-08-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -29.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -0.42
Time value: 0.16
Break-even: 42.38
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 45.95%
Delta: -0.27
Theta: -0.02
Omega: -7.97
Rho: -0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.00%
3 Months
  -65.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.210 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -