Goldman Sachs Put 120 JNJ 21.02.2.../  DE000GJ7ACH8  /

EUWAX
24/01/2025  10:38:16 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.020EUR 0.00% -
Bid Size: -
-
Ask Size: -
Johnson and Johnson 120.00 USD 21/02/2025 Put
 

Master data

WKN: GJ7ACH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Johnson and Johnson
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 21/02/2025
Issue date: 22/11/2024
Last trading day: 20/02/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -333.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.15
Parity: -2.56
Time value: 0.04
Break-even: 113.92
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 9.00
Spread abs.: 0.02
Spread %: 90.91%
Delta: -0.05
Theta: -0.04
Omega: -17.32
Rho: -0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -60.00%
3 Months     -
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.050 0.020
6M High / 6M Low: - -
High (YTD): 09/01/2025 0.050
Low (YTD): 24/01/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
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:   315.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -