Goldman Sachs Put 550 GEBN 21.03..../  DE000GJ5HJ00  /

EUWAX
23/01/2025  09:54:47 Chg.+0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.570EUR +5.56% -
Bid Size: -
-
Ask Size: -
GEBERIT N 550.00 CHF 21/03/2025 Put
 

Master data

WKN: GJ5HJ0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Put
Strike price: 550.00 CHF
Maturity: 21/03/2025
Issue date: 17/10/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -9.16
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.52
Implied volatility: 0.30
Historic volatility: 0.18
Parity: 0.52
Time value: 0.06
Break-even: 524.74
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 9.43%
Delta: -0.75
Theta: -0.14
Omega: -6.89
Rho: -0.71
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.64%
1 Month  
+5.56%
3 Months  
+5.56%
YTD  
+14.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.540
1M High / 1M Low: 0.660 0.460
6M High / 6M Low: - -
High (YTD): 13/01/2025 0.660
Low (YTD): 07/01/2025 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -