Goldman Sachs Put 12 BAYN 21.02.2025
/ DE000GJ84VQ9
Goldman Sachs Put 12 BAYN 21.02.2.../ DE000GJ84VQ9 /
| 10/01/2025 16:18:27 |
Chg.0.000 |
Bid17:58:33 |
Ask17:58:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
0.00% |
0.021
Bid Size: 50,000 |
0.031
Ask Size: 50,000 |
BAYER AG NA O.N. |
12.00 EUR |
21/02/2025 |
Put |
Master data
| WKN: |
GJ84VQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
11/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-61.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.33 |
| Parity: |
-0.78 |
| Time value: |
0.03 |
| Break-even: |
11.68 |
| Moneyness: |
0.61 |
| Premium: |
0.41 |
| Premium p.a.: |
18.67 |
| Spread abs.: |
0.01 |
| Spread %: |
45.45% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-4.63 |
| Rho: |
0.00 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.021 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-4.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.022 |
0.021 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.022 |
| Low (YTD): |
09/01/2025 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |