Goldman Sachs Put 90 DIS 17.01.20.../  DE000GJ2L0H2  /

EUWAX
2025-01-10  7:38:42 PM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.022EUR 0.00% -
Bid Size: -
-
Ask Size: -
Walt Disney Co 90.00 USD 2025-01-17 Put
 

Master data

WKN: GJ2L0H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 2025-01-17
Issue date: 2024-08-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -203.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.07
Historic volatility: 0.25
Parity: -1.82
Time value: 0.05
Break-even: 87.33
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 136.36%
Delta: -0.08
Theta: -0.17
Omega: -15.32
Rho: 0.00
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -15.38%
3 Months
  -93.89%
YTD
  -12.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.022
1M High / 1M Low: 0.031 0.022
6M High / 6M Low: - -
High (YTD): 2025-01-03 0.025
Low (YTD): 2025-01-10 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -