Goldman Sachs Put 20800 NDX.X 10..../  DE000GJ7MKC7  /

EUWAX
1/9/2025  2:22:39 PM Chg.-0.230 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.320EUR -41.82% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 20,800.00 USD 1/10/2025 Put
 

Master data

WKN: GJ7MKC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Put
Strike price: 20,800.00 USD
Maturity: 1/10/2025
Issue date: 11/29/2024
Last trading day: 1/9/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -673.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -3.69
Time value: 0.31
Break-even: 20,137.53
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 48.78%
Delta: -0.16
Theta: -44.21
Omega: -104.64
Rho: -0.09
 

Quote data

Open: 0.460
High: 0.460
Low: 0.320
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.30%
1 Month
  -77.62%
3 Months     -
YTD
  -68.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.350 0.100
1M High / 1M Low: 4.240 0.100
6M High / 6M Low: - -
High (YTD): 1/3/2025 1.350
Low (YTD): 1/7/2025 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   1.144
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,830.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -