Goldman Sachs Put 240 HNR1 21.02..../  DE000GJ7WMA6  /

EUWAX
1/23/2025  5:28:22 PM Chg.-0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -
-
Ask Size: -
HANNOVER RUECK SE NA... 240.00 EUR 2/21/2025 Put
 

Master data

WKN: GJ7WMA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 240.00 EUR
Maturity: 2/21/2025
Issue date: 12/5/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -59.02
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.20
Parity: -2.03
Time value: 0.44
Break-even: 235.59
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 2.13
Spread abs.: 0.20
Spread %: 82.99%
Delta: -0.23
Theta: -0.16
Omega: -13.40
Rho: -0.05
 

Quote data

Open: 0.150
High: 0.150
Low: 0.130
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.85%
1 Month
  -76.36%
3 Months     -
YTD
  -78.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.150
1M High / 1M Low: 0.600 0.150
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.450
Low (YTD): 1/22/2025 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -