Goldman Sachs Put 900 LLY 20.06.2025
/ DE000GJ1H403
Goldman Sachs Put 900 LLY 20.06.2.../ DE000GJ1H403 /
| 11/11/2024 11:17:25 |
Chg.- |
Bid10:30:45 |
Ask10:30:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.63EUR |
- |
10.72
Bid Size: 2,000 |
10.82
Ask Size: 2,000 |
Eli Lilly and Co |
900.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
GJ1H40 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
30/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.33 |
| Intrinsic value: |
6.34 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
6.34 |
| Time value: |
3.99 |
| Break-even: |
740.73 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
1.47% |
| Delta: |
-0.55 |
| Theta: |
-0.12 |
| Omega: |
-4.16 |
| Rho: |
-3.21 |
Quote data
| Open: |
10.63 |
| High: |
10.63 |
| Low: |
10.63 |
| Previous Close: |
11.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.83% |
| 1 Month |
|
|
+41.36% |
| 3 Months |
|
|
+11.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.91 |
10.43 |
| 1M High / 1M Low: |
11.91 |
6.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
