Goldman Sachs Put 250 AVGO 17.01..../  DE000GJ8K1K9  /

EUWAX
1/9/2025  10:14:04 AM Chg.- Bid12:47:59 PM Ask12:47:59 PM Underlying Strike price Expiration date Option type
2.18EUR - 2.13
Bid Size: 2,000
2.63
Ask Size: 2,000
Broadcom Inc 250.00 USD 1/17/2025 Put
 

Master data

WKN: GJ8K1K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 1/17/2025
Issue date: 12/19/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.56
Leverage: Yes

Calculated values

Fair value: 2.09
Intrinsic value: 2.01
Implied volatility: 0.81
Historic volatility: 0.51
Parity: 2.01
Time value: 0.32
Break-even: 219.50
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 1.11
Spread abs.: 0.15
Spread %: 6.88%
Delta: -0.76
Theta: -0.54
Omega: -7.27
Rho: -0.04
 

Quote data

Open: 2.18
High: 2.18
Low: 2.18
Previous Close: 1.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.47%
1 Month     -
3 Months     -
YTD  
+48.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.18 1.43
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/9/2025 2.18
Low (YTD): 1/7/2025 1.43
52W High: - -
52W Low: - -
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -