Goldman Sachs Put 7400 CAC 40 21.02.2025
/ DE000GJ7AM00
Goldman Sachs Put 7400 CAC 40 21..../ DE000GJ7AM00 /
| 23/01/2025 08:49:33 |
Chg.-0.100 |
Bid13:26:39 |
Ask13:26:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-31.25% |
0.210
Bid Size: 50,000 |
0.240
Ask Size: 50,000 |
- |
7,400.00 EUR |
21/02/2025 |
Put |
Master data
| WKN: |
GJ7AM0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,400.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
22/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-306.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
-4.37 |
| Time value: |
0.26 |
| Break-even: |
7,374.40 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.03 |
| Spread %: |
13.27% |
| Delta: |
-0.12 |
| Theta: |
-1.37 |
| Omega: |
-37.62 |
| Rho: |
-0.78 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.27% |
| 1 Month |
|
|
-90.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
-87.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.320 |
| 1M High / 1M Low: |
2.310 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
1.730 |
| Low (YTD): |
22/01/2025 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
180 |
| Avg. price 1M: |
|
1.223 |
| Avg. volume 1M: |
|
161.111 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |