Goldman Sachs Put 70 CFR 21.03.20.../  DE000GJ4JYY5  /

EUWAX
09/01/2025  09:48:29 Chg.- Bid11:23:14 Ask11:23:14 Underlying Strike price Expiration date Option type
0.036EUR - 0.034
Bid Size: 20,000
0.054
Ask Size: 20,000
RICHEMONT N 70.00 CHF 21/03/2025 Put
 

Master data

WKN: GJ4JYY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 70.00 CHF
Maturity: 21/03/2025
Issue date: 30/09/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -139.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.30
Parity: -7.38
Time value: 0.11
Break-even: 73.45
Moneyness: 0.50
Premium: 0.50
Premium p.a.: 7.43
Spread abs.: 0.07
Spread %: 211.76%
Delta: -0.04
Theta: -0.04
Omega: -4.91
Rho: -0.01
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -2.70%
3 Months
  -40.00%
YTD
  -7.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.036
1M High / 1M Low: 0.042 0.036
6M High / 6M Low: - -
High (YTD): 06/01/2025 0.040
Low (YTD): 09/01/2025 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -