Goldman Sachs Put 152.5 USD/JPY 1.../  DE000GG87CF1  /

EUWAX
1/8/2025  9:23:05 PM Chg.-0.003 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.002EUR -60.00% -
Bid Size: -
-
Ask Size: -
- 152.50 JPY 1/10/2025 Put
 

Master data

WKN: GG87CF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 152.50 JPY
Maturity: 1/10/2025
Issue date: 5/17/2024
Last trading day: 1/9/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -76,178,200.92
Leverage: Yes

Calculated values

Fair value: 1,112,668.50
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 16.36
Parity: -91,193.56
Time value: 0.03
Break-even: 24,988.65
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 750.00%
Delta: 0.00
Theta: 0.00
Omega: -570.97
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.003
Low: 0.002
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -96.97%
1 Month
  -99.92%
3 Months
  -99.96%
YTD
  -96.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.042 0.005
1M High / 1M Low: 1.930 0.005
6M High / 6M Low: 9.040 0.005
High (YTD): 1/2/2025 0.042
Low (YTD): 1/7/2025 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   3.891
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   416.43%
Volatility 6M:   304.48%
Volatility 1Y:   -
Volatility 3Y:   -