Goldman Sachs Put 90 SY1 21.03.20.../  DE000GJ62EL2  /

EUWAX
2024-12-23  6:28:47 PM Chg.-0.010 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -
-
Ask Size: -
SYMRISE AG INH. O.N. 90.00 EUR 2025-03-21 Put
 

Master data

WKN: GJ62EL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 2025-03-21
Issue date: 2024-11-04
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -46.49
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -1.14
Time value: 0.22
Break-even: 87.82
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.69
Spread abs.: 0.07
Spread %: 47.30%
Delta: -0.21
Theta: -0.03
Omega: -9.57
Rho: -0.05
 

Quote data

Open: 0.160
High: 0.160
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.160 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -