Goldman Sachs Put 80 CFR 19.06.20.../  DE000GJ0A632  /

EUWAX
2024-12-20  9:00:58 AM Chg.+0.030 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.330EUR +10.00% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 80.00 CHF 2026-06-19 Put
 

Master data

WKN: GJ0A63
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 2026-06-19
Issue date: 2024-07-05
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.66
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -5.85
Time value: 0.43
Break-even: 81.60
Moneyness: 0.59
Premium: 0.43
Premium p.a.: 0.27
Spread abs.: 0.10
Spread %: 30.40%
Delta: -0.09
Theta: -0.01
Omega: -3.15
Rho: -0.27
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month
  -26.67%
3 Months
  -32.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.450 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -