Goldman Sachs Put 6.8 LHA 17.01.2.../  DE000GJ8F0R3  /

EUWAX
2024-12-20  10:23:38 AM Chg.+0.020 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.670EUR +3.08% -
Bid Size: -
-
Ask Size: -
LUFTHANSA AG VNA O.N... 6.80 EUR 2025-01-17 Put
 

Master data

WKN: GJ8F0R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LUFTHANSA AG VNA O.N.
Type: Warrant
Option type: Put
Strike price: 6.80 EUR
Maturity: 2025-01-17
Issue date: 2024-12-17
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.26
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.59
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 0.59
Time value: 0.08
Break-even: 6.13
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 4.69%
Delta: -0.77
Theta: 0.00
Omega: -7.11
Rho: 0.00
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -