Goldman Sachs Put 26 COK 21.03.20.../  DE000GJ5A6L1  /

EUWAX
1/24/2025  6:24:56 PM Chg.-0.030 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.220EUR -12.00% -
Bid Size: -
-
Ask Size: -
CANCOM SE O.N. 26.00 EUR 3/21/2025 Put
 

Master data

WKN: GJ5A6L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Put
Strike price: 26.00 EUR
Maturity: 3/21/2025
Issue date: 10/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.12
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.16
Implied volatility: 0.48
Historic volatility: 0.30
Parity: 0.16
Time value: 0.11
Break-even: 23.32
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 8.06%
Delta: -0.59
Theta: -0.01
Omega: -5.34
Rho: -0.03
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -35.29%
3 Months
  -15.38%
YTD
  -29.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.360 0.210
6M High / 6M Low: - -
High (YTD): 1/14/2025 0.360
Low (YTD): 1/20/2025 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -