Goldman Sachs Put 50 BAER 19.06.2026
/ DE000GJ1HD18
Goldman Sachs Put 50 BAER 19.06.2.../ DE000GJ1HD18 /
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: |
|
- |