Goldman Sachs Put 42 CMCSA 17.01.2025
/ DE000GJ2N2N4
Goldman Sachs Put 42 CMCSA 17.01..../ DE000GJ2N2N4 /
| 10/01/2025 16:17:37 |
Chg.+0.030 |
Bid16:18:12 |
Ask16:18:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+6.00% |
0.530
Bid Size: 150,000 |
0.540
Ask Size: 150,000 |
Comcast Corporation |
42.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
GJ2N2N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/08/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.23 |
| Parity: |
0.47 |
| Time value: |
0.03 |
| Break-even: |
35.78 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.00 |
| Spread %: |
0.60% |
| Delta: |
-0.84 |
| Theta: |
-0.07 |
| Omega: |
-6.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.42% |
| 1 Month |
|
|
+60.61% |
| 3 Months |
|
|
+152.38% |
| YTD |
|
|
+20.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.440 |
| 1M High / 1M Low: |
0.500 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.500 |
| Low (YTD): |
06/01/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |