Goldman Sachs Put 70 CFR 21.03.20.../  DE000GJ4JYY5  /

EUWAX
11/12/2024  5:56:04 PM Chg.+0.007 Bid7:35:23 PM Ask7:35:23 PM Underlying Strike price Expiration date Option type
0.043EUR +19.44% 0.042
Bid Size: 10,000
0.092
Ask Size: 5,000
RICHEMONT N 70.00 CHF 3/21/2025 Put
 

Master data

WKN: GJ4JYY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 70.00 CHF
Maturity: 3/21/2025
Issue date: 9/30/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -145.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.29
Parity: -5.38
Time value: 0.09
Break-even: 73.71
Moneyness: 0.58
Premium: 0.43
Premium p.a.: 1.73
Spread abs.: 0.05
Spread %: 131.58%
Delta: -0.04
Theta: -0.02
Omega: -6.04
Rho: -0.02
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.38%
1 Month
  -28.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.035
1M High / 1M Low: 0.050 0.035
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -