Goldman Sachs Put 24 ARRD 17.01.2025
/ DE000GJ6HSH1
Goldman Sachs Put 24 ARRD 17.01.2.../ DE000GJ6HSH1 /
| 09/01/2025 10:34:16 |
Chg.0.000 |
Bid16:45:47 |
Ask16:45:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
0.290
Bid Size: 100,000 |
0.300
Ask Size: 100,000 |
ARCELORMITTAL S.A. N... |
24.00 EUR |
17/01/2025 |
Put |
Master data
| WKN: |
GJ6HSH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
31/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
2.15 |
| Historic volatility: |
0.23 |
| Parity: |
0.05 |
| Time value: |
0.28 |
| Break-even: |
20.76 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
12.89% |
| Delta: |
-0.46 |
| Theta: |
-0.19 |
| Omega: |
-3.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.63% |
| 1 Month |
|
|
+281.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
+45.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.190 |
| 1M High / 1M Low: |
0.290 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
0.290 |
| Low (YTD): |
02/01/2025 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |