Goldman Sachs Put 70 CFR 21.03.2025
/ DE000GJ4JYY5
Goldman Sachs Put 70 CFR 21.03.20.../ DE000GJ4JYY5 /
1/10/2025 4:01:53 PM |
Chg.-0.002 |
Bid4:55:30 PM |
Ask4:55:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-5.56% |
0.035 Bid Size: 20,000 |
0.055 Ask Size: 20,000 |
RICHEMONT N |
70.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
9/30/2024 |
Last trading day: |
3/20/2025 |
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: |
0.034 |
High: |
0.034 |
Low: |
0.034 |
Previous Close: |
0.036 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.00% |
1 Month |
|
|
-8.11% |
3 Months |
|
|
-43.33% |
YTD |
|
|
-12.82% |
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): |
1/6/2025 |
0.040 |
Low (YTD): |
1/9/2025 |
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: |
|
- |