Goldman Sachs Put 6500 CAC 40 21..../  DE000GJ7AM42  /

EUWAX
1/23/2025  8:49:33 AM Chg.-0.012 Bid1:52:44 PM Ask1:52:44 PM Underlying Strike price Expiration date Option type
0.069EUR -14.81% 0.061
Bid Size: 30,000
0.091
Ask Size: 30,000
- 6,500.00 EUR 2/21/2025 Put
 

Master data

WKN: GJ7AM4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 6,500.00 EUR
Maturity: 2/21/2025
Issue date: 11/22/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -775.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.13
Parity: -13.37
Time value: 0.10
Break-even: 6,489.90
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 6.37
Spread abs.: 0.03
Spread %: 42.25%
Delta: -0.03
Theta: -0.96
Omega: -23.83
Rho: -0.20
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.081
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.27%
1 Month
  -79.71%
3 Months     -
YTD
  -71.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.081
1M High / 1M Low: 0.340 0.081
6M High / 6M Low: - -
High (YTD): 1/13/2025 0.220
Low (YTD): 1/22/2025 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -