Goldman Sachs Put 85 WMT 15.11.2024
/ DE000GJ4JWC5
Goldman Sachs Put 85 WMT 15.11.20.../ DE000GJ4JWC5 /
| 12/11/2024 17:54:47 |
Chg.-0.012 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-17.14% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
85.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
GJ4JWC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
30/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.07 |
| Time value: |
0.04 |
| Break-even: |
78.58 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
9.71% |
| Delta: |
-0.65 |
| Theta: |
-0.11 |
| Omega: |
-45.61 |
| Rho: |
0.00 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.058 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-78.52% |
| 1 Month |
|
|
-89.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.070 |
| 1M High / 1M Low: |
0.470 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
