Goldman Sachs Put 260 AVGO 17.01..../  DE000GJ8JZP1  /

EUWAX
1/9/2025  10:14:00 AM Chg.- Bid12:26:43 PM Ask12:26:43 PM Underlying Strike price Expiration date Option type
3.11EUR - 3.08
Bid Size: 2,000
3.58
Ask Size: 2,000
Broadcom Inc 260.00 USD 1/17/2025 Put
 

Master data

WKN: GJ8JZP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Put
Strike price: 260.00 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: -6.81
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 2.98
Implied volatility: 0.97
Historic volatility: 0.51
Parity: 2.98
Time value: 0.29
Break-even: 219.81
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.96
Spread abs.: 0.15
Spread %: 4.81%
Delta: -0.81
Theta: -0.57
Omega: -5.49
Rho: -0.04
 

Quote data

Open: 3.11
High: 3.11
Low: 3.11
Previous Close: 2.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.25%
1 Month     -
3 Months     -
YTD  
+42.01%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.11 2.25
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/9/2025 3.11
Low (YTD): 1/7/2025 2.25
52W High: - -
52W Low: - -
Avg. price 1W:   2.66
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:   -