Goldman Sachs Put 11 WBD 21.03.2025
/ DE000GJ7WRP3
Goldman Sachs Put 11 WBD 21.03.20.../ DE000GJ7WRP3 /
| 24/01/2025 09:27:42 |
Chg.-0.17 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-13.08% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
11.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
GJ7WRP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
05/12/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.46 |
| Parity: |
0.71 |
| Time value: |
0.48 |
| Break-even: |
9.29 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
4.39% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-4.85 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.03% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-2.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.13 |
| 1M High / 1M Low: |
1.72 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
10/01/2025 |
1.72 |
| Low (YTD): |
07/01/2025 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |