Goldman Sachs Put 80 SREN 21.02.2.../  DE000GJ8F4C7  /

EUWAX
2025-01-03  12:19:55 PM Chg.+0.019 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.028EUR +211.11% -
Bid Size: -
-
Ask Size: -
SWISS RE N 80.00 CHF 2025-02-21 Put
 

Master data

WKN: GJ8F4C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS RE N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 2025-02-21
Issue date: 2024-12-17
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -503.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.22
Parity: -5.56
Time value: 0.03
Break-even: 85.14
Moneyness: 0.61
Premium: 0.40
Premium p.a.: 11.67
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.02
Theta: -0.02
Omega: -9.62
Rho: 0.00
 

Quote data

Open: 0.027
High: 0.028
Low: 0.027
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+211.11%
1 Month     -
3 Months     -
YTD  
+211.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.009
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 2025-01-03 0.028
Low (YTD): 2025-01-03 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
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:   -