Goldman Sachs Put 450 GEBN 21.03..../  DE000GJ5HHZ8  /

EUWAX
1/24/2025  9:52:59 AM Chg.-0.004 Bid1:45:31 PM Ask1:45:31 PM Underlying Strike price Expiration date Option type
0.057EUR -6.56% 0.057
Bid Size: 20,000
0.077
Ask Size: 5,000
GEBERIT N 450.00 CHF 3/21/2025 Put
 

Master data

WKN: GJ5HHZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Put
Strike price: 450.00 CHF
Maturity: 3/21/2025
Issue date: 10/17/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -60.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -0.50
Time value: 0.09
Break-even: 467.44
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.99
Spread abs.: 0.03
Spread %: 52.63%
Delta: -0.20
Theta: -0.17
Omega: -12.25
Rho: -0.18
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month
  -28.75%
3 Months
  -43.00%
YTD
  -19.72%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.066 0.058
1M High / 1M Low: 0.090 0.058
6M High / 6M Low: - -
High (YTD): 1/14/2025 0.090
Low (YTD): 1/22/2025 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -