Goldman Sachs Put 7450 CAC 40 17.01.2025
/ DE000GJ733Y0
Goldman Sachs Put 7450 CAC 40 17..../ DE000GJ733Y0 /
| 1/7/2025 8:44:35 AM |
Chg.- |
Bid8:13:43 AM |
Ask8:13:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
- |
0.620
Bid Size: 50,000 |
0.630
Ask Size: 50,000 |
- |
7,450.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
GJ733Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7,450.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-85.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
0.04 |
| Time value: |
0.83 |
| Break-even: |
7,362.50 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
-0.49 |
| Theta: |
-4.12 |
| Omega: |
-41.82 |
| Rho: |
-1.03 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.74% |
| 1 Month |
|
|
-55.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
-44.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
0.840 |
| 1M High / 1M Low: |
2.680 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.450 |
| Low (YTD): |
1/7/2025 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |