Goldman Sachs Put 60 ENR 21.03.20.../  DE000GJ83191  /

EUWAX
1/24/2025  9:19:59 AM Chg.-0.150 Bid9:04:55 PM Ask9:04:55 PM Underlying Strike price Expiration date Option type
0.590EUR -20.27% 0.550
Bid Size: 10,000
0.650
Ask Size: 5,000
SIEMENS ENERGY AG NA... 60.00 EUR 3/21/2025 Put
 

Master data

WKN: GJ8319
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS ENERGY AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 3/21/2025
Issue date: 12/10/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.52
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.12
Implied volatility: 0.69
Historic volatility: 0.45
Parity: 0.12
Time value: 0.57
Break-even: 53.10
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.83
Spread abs.: 0.10
Spread %: 16.95%
Delta: -0.47
Theta: -0.05
Omega: -4.00
Rho: -0.05
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.00%
1 Month
  -44.34%
3 Months     -
YTD
  -50.83%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.130 0.740
1M High / 1M Low: 1.200 0.740
6M High / 6M Low: - -
High (YTD): 1/13/2025 1.180
Low (YTD): 1/23/2025 0.740
52W High: - -
52W Low: - -
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   1.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -