Goldman Sachs Put 24 LXS 21.03.20.../  DE000GJ0VFH2  /

EUWAX
1/24/2025  6:12:03 PM Chg.-0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.100EUR -16.67% -
Bid Size: -
-
Ask Size: -
LANXESS AG 24.00 EUR 3/21/2025 Put
 

Master data

WKN: GJ0VFH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 24.00 EUR
Maturity: 3/21/2025
Issue date: 7/17/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.73
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.39
Parity: -0.10
Time value: 0.12
Break-even: 22.85
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.71
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.36
Theta: -0.01
Omega: -7.89
Rho: -0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month
  -60.00%
3 Months
  -16.67%
YTD
  -52.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.260 0.100
6M High / 6M Low: 0.390 0.090
High (YTD): 1/13/2025 0.260
Low (YTD): 1/20/2025 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.86%
Volatility 6M:   194.14%
Volatility 1Y:   -
Volatility 3Y:   -