Goldman Sachs Put 250 HNR1 21.03..../  DE000GG9SXA0  /

EUWAX
24/01/2025  17:18:51 Chg.+0.060 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.510EUR +13.33% -
Bid Size: -
-
Ask Size: -
HANNOVER RUECK SE NA... 250.00 EUR 21/03/2025 Put
 

Master data

WKN: GG9SXA
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: 21/03/2025
Issue date: 19/06/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -38.31
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.78
Time value: 0.67
Break-even: 243.27
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.44
Spread abs.: 0.26
Spread %: 62.95%
Delta: -0.35
Theta: -0.08
Omega: -13.40
Rho: -0.15
 

Quote data

Open: 0.460
High: 0.510
Low: 0.460
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -57.85%
3 Months
  -67.10%
YTD
  -59.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 1.270 0.450
6M High / 6M Low: 3.980 0.450
High (YTD): 02/01/2025 1.050
Low (YTD): 23/01/2025 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   1.419
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.32%
Volatility 6M:   163.52%
Volatility 1Y:   -
Volatility 3Y:   -