Goldman Sachs Put 250 HNR1 17.01..../  DE000GJ5YME8  /

EUWAX
1/9/2025  6:18:51 PM Chg.- Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.160EUR - -
Bid Size: -
-
Ask Size: -
HANNOVER RUECK SE NA... 250.00 EUR 1/17/2025 Put
 

Master data

WKN: GJ5YME
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 250.00 EUR
Maturity: 1/17/2025
Issue date: 10/25/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -63.93
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.19
Parity: -0.51
Time value: 0.40
Break-even: 246.01
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 3.94
Spread abs.: 0.20
Spread %: 100.50%
Delta: -0.36
Theta: -0.36
Omega: -22.85
Rho: -0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.140
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -56.76%
3 Months     -
YTD
  -81.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.160
1M High / 1M Low: 0.870 0.160
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.570
Low (YTD): 1/9/2025 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -