Goldman Sachs Put 250 HNR1 17.01..../  DE000GJ5YME8  /

EUWAX
1/8/2025  6:29:53 PM Chg.-0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -
-
Ask Size: -
HANNOVER RUECK SE NA... 250.00 EUR 1/17/2025 Put
 

Master data

WKN: GJ5YME
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 250.00 EUR
Maturity: 1/17/2025
Issue date: 10/25/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -49.03
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.19
Parity: -0.40
Time value: 0.52
Break-even: 244.82
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 3.22
Spread abs.: 0.20
Spread %: 62.89%
Delta: -0.39
Theta: -0.37
Omega: -19.29
Rho: -0.03
 

Quote data

Open: 0.160
High: 0.190
Low: 0.160
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -78.16%
1 Month
  -36.67%
3 Months     -
YTD
  -78.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.200
1M High / 1M Low: 0.870 0.200
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.570
Low (YTD): 1/7/2025 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -