Goldman Sachs Put 9 VVU 15.11.202.../  DE000GJ37GW6  /

EUWAX
06/09/2024  09:06:53 Chg.-0.010 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.140EUR -6.67% -
Bid Size: -
-
Ask Size: -
VIVENDI SE INH. E... 9.00 EUR 15/11/2024 Put
 

Master data

WKN: GJ37GW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VIVENDI SE INH. EO 5,5
Type: Warrant
Option type: Put
Strike price: 9.00 EUR
Maturity: 15/11/2024
Issue date: 03/09/2024
Last trading day: 14/11/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -30.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.21
Parity: -1.20
Time value: 0.34
Break-even: 8.66
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.08
Spread abs.: 0.20
Spread %: 147.06%
Delta: -0.24
Theta: 0.00
Omega: -7.13
Rho: -0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -