Goldman Sachs Put 50 MO 21.02.202.../  DE000GJ8ZXA4  /

EUWAX
1/24/2025  9:52:27 AM Chg.-0.010 Bid9:34:57 PM Ask9:34:57 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% 0.063
Bid Size: 50,000
0.066
Ask Size: 50,000
Altria Group Inc 50.00 USD 2/21/2025 Put
 

Master data

WKN: GJ8ZXA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2/21/2025
Issue date: 1/6/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.51
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.12
Time value: 0.09
Break-even: 47.13
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 6.10%
Delta: -0.35
Theta: -0.02
Omega: -19.62
Rho: -0.01
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.060
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
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:   -