Goldman Sachs Put 70 NKE 21.02.20.../  DE000GJ6ANP0  /

EUWAX
1/24/2025  10:30:18 AM Chg.0.000 Bid9:54:19 PM Ask9:54:19 PM Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.076
Bid Size: 20,000
0.083
Ask Size: 20,000
Nike Inc 70.00 USD 2/21/2025 Put
 

Master data

WKN: GJ6ANP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Nike Inc
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 2/21/2025
Issue date: 10/28/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.57
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -0.41
Time value: 0.11
Break-even: 66.07
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.53
Spread abs.: 0.05
Spread %: 78.13%
Delta: -0.25
Theta: -0.04
Omega: -15.83
Rho: -0.01
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -22.22%
3 Months     -
YTD
  -12.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.070
1M High / 1M Low: 0.190 0.070
6M High / 6M Low: - -
High (YTD): 1/14/2025 0.190
Low (YTD): 1/23/2025 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -