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

EUWAX
24/01/2025  09:49:04 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.030EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: -142.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.40
Historic volatility: 0.32
Parity: -10.62
Time value: 0.13
Break-even: 72.36
Moneyness: 0.41
Premium: 0.60
Premium p.a.: 21.41
Spread abs.: 0.10
Spread %: 384.62%
Delta: -0.03
Theta: -0.06
Omega: -3.91
Rho: -0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -26.83%
3 Months
  -31.82%
YTD
  -23.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.030 0.030
1M High / 1M Low: 0.040 0.030
6M High / 6M Low: - -
High (YTD): 06/01/2025 0.040
Low (YTD): 24/01/2025 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -