Goldman Sachs Put 50 BAC 17.01.20.../  DE000GJ7MQ44  /

EUWAX
12/20/2024  9:38:25 AM Chg.+0.060 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.680EUR +9.68% -
Bid Size: -
-
Ask Size: -
Bank of America Corp... 50.00 USD 1/17/2025 Put
 

Master data

WKN: GJ7MQ4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 1/17/2025
Issue date: 11/29/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.20
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 0.42
Historic volatility: 0.21
Parity: 0.56
Time value: 0.03
Break-even: 42.06
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.86%
Delta: -0.84
Theta: -0.02
Omega: -6.06
Rho: -0.03
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+74.36%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.440
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.538
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:   -