Goldman Sachs Put 30 INTC 21.02.2025
/ DE000GJ6SRJ6
Goldman Sachs Put 30 INTC 21.02.2.../ DE000GJ6SRJ6 /
| 1/24/2025 10:52:44 AM |
Chg.0.000 |
Bid6:07:58 PM |
Ask6:07:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
0.00% |
0.850
Bid Size: 300,000 |
0.860
Ask Size: 300,000 |
Intel Corporation |
30.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
GJ6SRJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
11/12/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.49 |
| Parity: |
0.81 |
| Time value: |
0.01 |
| Break-even: |
20.62 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
-0.92 |
| Theta: |
-0.01 |
| Omega: |
-2.33 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-19.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-13.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.760 |
| 1M High / 1M Low: |
1.090 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
1.090 |
| Low (YTD): |
1/21/2025 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.932 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |