Goldman Sachs Put 7500 CAC 40 17.01.2025
/ DE000GJ5W0S3
Goldman Sachs Put 7500 CAC 40 17..../ DE000GJ5W0S3 /
| 09/01/2025 08:38:14 |
Chg.+0.310 |
Bid17:03:10 |
Ask17:03:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+36.47% |
0.700
Bid Size: 150,000 |
0.710
Ask Size: 150,000 |
- |
7,500.00 EUR |
17/01/2025 |
Put |
Master data
| WKN: |
GJ5W0S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,500.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
24/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-74.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
0.48 |
| Time value: |
0.52 |
| Break-even: |
7,400.20 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
-0.58 |
| Theta: |
-4.31 |
| Omega: |
-43.58 |
| Rho: |
-0.98 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
1.160 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.44% |
| 1 Month |
|
|
-0.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
-40.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
0.850 |
| 1M High / 1M Low: |
2.670 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
1.800 |
| Low (YTD): |
08/01/2025 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |