Goldman Sachs Put 4650 SX5E 08.11.../  DE000GJ3SWV8  /

EUWAX
06/11/2024  14:21:44 Chg.-0.038 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.011EUR -77.55% -
Bid Size: -
-
Ask Size: -
EURO STOXX 50, EUR (... 4,650.00 EUR 08/11/2024 Put
 

Master data

WKN: GJ3SWV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EURO STOXX 50, EUR (Price)
Type: Warrant
Option type: Put
Strike price: 4,650.00 EUR
Maturity: 08/11/2024
Issue date: 13/09/2024
Last trading day: 07/11/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -566.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.13
Parity: -2.20
Time value: 0.09
Break-even: 4,641.40
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 138.89%
Delta: -0.10
Theta: -7.81
Omega: -56.58
Rho: -0.03
 

Quote data

Open: 0.014
High: 0.014
Low: 0.011
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -96.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.049
1M High / 1M Low: 0.290 0.049
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   600.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -