Goldman Sachs Put 24 ARRD 21.03.2025
/ DE000GJ02F71
Goldman Sachs Put 24 ARRD 21.03.2.../ DE000GJ02F71 /
| 1/23/2025 10:58:12 AM |
Chg.+0.020 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+10.53% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
24.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
GJ02F7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.23 |
| Parity: |
0.05 |
| Time value: |
0.20 |
| Break-even: |
21.58 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.06 |
| Spread %: |
31.52% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-4.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
-16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.190 |
| 1M High / 1M Low: |
0.320 |
0.190 |
| 6M High / 6M Low: |
0.550 |
0.130 |
| High (YTD): |
1/13/2025 |
0.320 |
| Low (YTD): |
1/22/2025 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.58% |
| Volatility 6M: |
|
150.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |