Goldman Sachs Put 60 ENR 21.03.2025
/ DE000GJ83191
Goldman Sachs Put 60 ENR 21.03.20.../ DE000GJ83191 /
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: |
|
- |