Goldman Sachs Put 600 RHM 21.02.2.../  DE000GJ78043  /

EUWAX
23/01/2025  13:16:18 Chg.-0.020 Bid13:53:27 Ask13:53:27 Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.290
Bid Size: 10,000
0.390
Ask Size: 10,000
RHEINMETALL AG 600.00 EUR 21/02/2025 Put
 

Master data

WKN: GJ7804
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RHEINMETALL AG
Type: Warrant
Option type: Put
Strike price: 600.00 EUR
Maturity: 21/02/2025
Issue date: 21/11/2024
Last trading day: 20/02/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -99.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.34
Parity: -11.78
Time value: 0.72
Break-even: 592.80
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 6.54
Spread abs.: 0.30
Spread %: 71.43%
Delta: -0.12
Theta: -0.39
Omega: -11.64
Rho: -0.07
 

Quote data

Open: 0.300
High: 0.300
Low: 0.290
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.15%
1 Month
  -87.28%
3 Months     -
YTD
  -87.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.310
1M High / 1M Low: 2.800 0.310
6M High / 6M Low: - -
High (YTD): 06/01/2025 2.800
Low (YTD): 22/01/2025 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   1.583
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -