Goldman Sachs Put 260 AMGN 21.02..../  DE000GJ7MWW0  /

EUWAX
1/24/2025  10:43:46 AM Chg.-0.090 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.270EUR -25.00% -
Bid Size: -
-
Ask Size: -
Amgen Inc 260.00 USD 2/21/2025 Put
 

Master data

WKN: GJ7MWW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Put
Strike price: 260.00 USD
Maturity: 2/21/2025
Issue date: 11/29/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -73.31
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -1.47
Time value: 0.36
Break-even: 244.16
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.48
Spread abs.: 0.05
Spread %: 16.23%
Delta: -0.24
Theta: -0.13
Omega: -17.74
Rho: -0.05
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -71.28%
3 Months     -
YTD
  -66.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.270
1M High / 1M Low: 0.990 0.270
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.990
Low (YTD): 1/24/2025 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.687
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -