Goldman Sachs Put 24 ARRD 17.01.2025
/ DE000GJ6HSH1
Goldman Sachs Put 24 ARRD 17.01.2.../ DE000GJ6HSH1 /
1/8/2025 10:35:43 AM |
Chg.+0.010 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+3.57% |
- Bid Size: - |
- Ask Size: - |
ARCELORMITTAL S.A. N... |
24.00 EUR |
1/17/2025 |
Put |
Master data
WKN: |
GJ6HSH |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 EUR |
Maturity: |
1/17/2025 |
Issue date: |
10/31/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.05 |
Implied volatility: |
1.97 |
Historic volatility: |
0.23 |
Parity: |
0.05 |
Time value: |
0.27 |
Break-even: |
20.85 |
Moneyness: |
1.02 |
Premium: |
0.11 |
Premium p.a.: |
78.95 |
Spread abs.: |
0.05 |
Spread %: |
17.10% |
Delta: |
-0.46 |
Theta: |
-0.16 |
Omega: |
-3.46 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.00% |
1 Month |
|
|
+314.29% |
3 Months |
|
|
- |
YTD |
|
|
+45.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.190 |
1M High / 1M Low: |
0.280 |
0.068 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/7/2025 |
0.280 |
Low (YTD): |
1/2/2025 |
0.190 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.164 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |