Goldman Sachs Put 400 CHTR 21.03.2025
/ DE000GJ12W11
Goldman Sachs Put 400 CHTR 21.03..../ DE000GJ12W11 /
| 1/23/2025 10:45:42 AM |
Chg.+0.030 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
Charter Communicatio... |
400.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
GJ12W1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.38 |
| Parity: |
0.45 |
| Time value: |
0.15 |
| Break-even: |
324.32 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
-0.65 |
| Theta: |
-0.24 |
| Omega: |
-3.70 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.510 |
| 1M High / 1M Low: |
0.740 |
0.480 |
| 6M High / 6M Low: |
0.890 |
0.240 |
| High (YTD): |
1/13/2025 |
0.740 |
| Low (YTD): |
1/6/2025 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.02% |
| Volatility 6M: |
|
173.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |