Goldman Sachs Put 50 BAER 19.06.2.../  DE000GJ1HD18  /

EUWAX
2024-12-20  10:09:33 AM Chg.+0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.590EUR +1.72% -
Bid Size: -
-
Ask Size: -
JULIUS BAER N 50.00 CHF 2026-06-19 Put
 

Master data

WKN: GJ1HD1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JULIUS BAER N
Type: Warrant
Option type: Put
Strike price: 50.00 CHF
Maturity: 2026-06-19
Issue date: 2024-07-30
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.13
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -0.81
Time value: 0.61
Break-even: 47.58
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 8.93%
Delta: -0.27
Theta: -0.01
Omega: -2.70
Rho: -0.34
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.69%
1 Month
  -4.84%
3 Months
  -30.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.620 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -