Goldman Sachs Put 44 RNL/ DE000GJ6J0B5 /
11/14/2024 10:49:47 AM | Chg.- | Bid10:00:26 PM | Ask10:00:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.300EUR | - | - Bid Size: - |
- Ask Size: - |
RENAULT INH. EO... | 44.00 EUR | 11/15/2024 | Put |
Master data
WKN: | GJ6J0B |
---|---|
Issuer: | Goldman Sachs Bank Europe SE |
Currency: | EUR |
Underlying: | RENAULT INH. EO 3,81 |
Type: | Warrant |
Option type: | Put |
Strike price: | 44.00 EUR |
Maturity: | 11/15/2024 |
Issue date: | 10/31/2024 |
Last trading day: | 11/14/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -7.84 |
Leverage: | Yes |
Calculated values
Fair value: | 0.35 |
---|---|
Intrinsic value: | 0.35 |
Implied volatility: | 3.49 |
Historic volatility: | 0.29 |
Parity: | 0.35 |
Time value: | 0.16 |
Break-even: | 38.84 |
Moneyness: | 1.09 |
Premium: | 0.04 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.20 |
Spread %: | 63.29% |
Delta: | -0.64 |
Theta: | -1.38 |
Omega: | -5.04 |
Rho: | 0.00 |
Quote data
Open: | 0.300 |
---|---|
High: | 0.300 |
Low: | 0.300 |
Previous Close: | 0.350 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.29% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.370 | 0.300 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.334 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |