Goldman Sachs Put 80 CFR 19.06.20.../  DE000GJ0A632  /

EUWAX
1/24/2025  10:11:48 AM Chg.-0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 80.00 CHF 6/19/2026 Put
 

Master data

WKN: GJ0A63
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 6/19/2026
Issue date: 7/5/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.55
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.32
Parity: -9.57
Time value: 0.28
Break-even: 81.30
Moneyness: 0.47
Premium: 0.55
Premium p.a.: 0.37
Spread abs.: 0.10
Spread %: 54.64%
Delta: -0.05
Theta: -0.01
Omega: -3.17
Rho: -0.16
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -43.75%
3 Months
  -51.35%
YTD
  -40.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.180
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: 0.500 0.180
High (YTD): 1/6/2025 0.310
Low (YTD): 1/24/2025 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.28%
Volatility 6M:   96.27%
Volatility 1Y:   -
Volatility 3Y:   -