Goldman Sachs Put 155 USD/JPY 10..../  DE000GG87CH7  /

EUWAX
1/8/2025  9:23:05 PM Chg.-0.025 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.022EUR -53.19% -
Bid Size: -
-
Ask Size: -
- 155.00 JPY 1/10/2025 Put
 

Master data

WKN: GG87CH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 155.00 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: -36,479,701.85
Leverage: Yes

Calculated values

Fair value: 1,142,153.82
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 16.36
Parity: -50,228.56
Time value: 0.07
Break-even: 25,398.30
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 32.29
Spread abs.: 0.03
Spread %: 73.17%
Delta: 0.00
Theta: 0.00
Omega: -922.87
Rho: 0.00
 

Quote data

Open: 0.031
High: 0.031
Low: 0.022
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -99.43%
3 Months
  -99.62%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.047
1M High / 1M Low: 3.080 0.047
6M High / 6M Low: 10.560 0.047
High (YTD): 1/2/2025 0.170
Low (YTD): 1/7/2025 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   1.148
Avg. volume 1M:   0.000
Avg. price 6M:   4.953
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   365.26%
Volatility 6M:   263.13%
Volatility 1Y:   -
Volatility 3Y:   -