Goldman Sachs Put 44 RNL/  DE000GJ6J0B5  /

EUWAX
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:   -