Goldman Sachs Put 52 MO 21.02.202.../  DE000GJ9LWP2  /

EUWAX
1/24/2025  9:53:06 AM Chg.-0.020 Bid9:08:02 PM Ask9:08:02 PM Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.100
Bid Size: 50,000
0.110
Ask Size: 50,000
Altria Group Inc 52.00 USD 2/21/2025 Put
 

Master data

WKN: GJ9LWP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Put
Strike price: 52.00 USD
Maturity: 2/21/2025
Issue date: 1/17/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.56
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.08
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.08
Time value: 0.08
Break-even: 48.41
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.42%
Delta: -0.58
Theta: -0.02
Omega: -18.81
Rho: -0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
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:   -