Goldman Sachs Put 6 NDX1 19.06.20.../  DE000GJ02F30  /

EUWAX
10/2/2024  4:17:59 PM Chg.+0.040 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.600EUR +7.14% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 6.00 EUR 6/19/2026 Put
 

Master data

WKN: GJ02F3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Put
Strike price: 6.00 EUR
Maturity: 6/19/2026
Issue date: 7/2/2024
Last trading day: 6/18/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -10.73
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.41
Parity: -7.50
Time value: 1.26
Break-even: 4.74
Moneyness: 0.44
Premium: 0.65
Premium p.a.: 0.34
Spread abs.: 0.73
Spread %: 136.91%
Delta: -0.09
Theta: 0.00
Omega: -0.99
Rho: -0.04
 

Quote data

Open: 0.580
High: 0.600
Low: 0.580
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+11.11%
3 Months
  -18.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.530
1M High / 1M Low: 0.570 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -