Goldman Sachs Put 20 ARRD 17.01.2.../  DE000GJ6D6T0  /

EUWAX
1/8/2025  9:37:24 AM Chg.-0.001 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.026EUR -3.70% -
Bid Size: -
-
Ask Size: -
ARCELORMITTAL S.A. N... 20.00 EUR 1/17/2025 Put
 

Master data

WKN: GJ6D6T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 1/17/2025
Issue date: 10/29/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -49.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.25
Historic volatility: 0.23
Parity: -0.35
Time value: 0.05
Break-even: 19.52
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 84.62%
Delta: -0.18
Theta: -0.07
Omega: -8.62
Rho: 0.00
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+271.43%
3 Months     -
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.029 0.024
1M High / 1M Low: 0.032 0.024
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.029
Low (YTD): 1/2/2025 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -