Goldman Sachs Put 50 MO 20.12.202.../  DE000GJ0VH74  /

EUWAX
8/8/2024  10:02:30 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% -
Bid Size: -
-
Ask Size: -
Altria Group Inc 50.00 USD 12/20/2024 Put
 

Master data

WKN: GJ0VH7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 12/20/2024
Issue date: 7/17/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.54
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 0.00
Time value: 0.25
Break-even: 43.29
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.07%
Delta: -0.43
Theta: -0.01
Omega: -8.05
Rho: -0.08
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
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:   -