Goldman Sachs Put 50 G1A 19.09.20.../  DE000GJ502W3  /

EUWAX
04/11/2024  16:22:56 Chg.+0.020 Bid18:10:49 Ask18:10:49 Underlying Strike price Expiration date Option type
0.750EUR +2.74% 0.740
Bid Size: 5,000
0.840
Ask Size: 2,000
GEA GROUP AG 50.00 EUR 19/09/2025 Put
 

Master data

WKN: GJ502W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 19/09/2025
Issue date: 08/10/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.41
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.45
Implied volatility: 0.38
Historic volatility: 0.19
Parity: 0.45
Time value: 0.39
Break-even: 41.60
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 13.51%
Delta: -0.50
Theta: -0.01
Omega: -2.73
Rho: -0.27
 

Quote data

Open: 0.760
High: 0.760
Low: 0.750
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.660
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
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:   -