Goldman Sachs Put 10 WBD 21.03.20.../  DE000GJ7S1M8  /

EUWAX
24/01/2025  10:53:39 Chg.-0.160 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.650EUR -19.75% -
Bid Size: -
-
Ask Size: -
Warner Brothers Disc... 10.00 USD 21/03/2025 Put
 

Master data

WKN: GJ7S1M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Warner Brothers Discovery Inc
Type: Warrant
Option type: Put
Strike price: 10.00 USD
Maturity: 21/03/2025
Issue date: 03/12/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -13.56
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.46
Parity: -0.24
Time value: 0.72
Break-even: 8.81
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.86
Spread abs.: 0.07
Spread %: 10.77%
Delta: -0.40
Theta: -0.01
Omega: -5.49
Rho: -0.01
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.67%
1 Month
  -5.80%
3 Months     -
YTD
  -5.80%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.020 0.650
1M High / 1M Low: 1.080 0.570
6M High / 6M Low: - -
High (YTD): 13/01/2025 1.080
Low (YTD): 07/01/2025 0.570
52W High: - -
52W Low: - -
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -