Goldman Sachs Put 85 HEN3 21.02.2.../  DE000GJ87259  /

EUWAX
1/9/2025  10:14:11 AM Chg.-0.030 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.250EUR -10.71% -
Bid Size: -
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 85.00 EUR 2/21/2025 Put
 

Master data

WKN: GJ8725
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Put
Strike price: 85.00 EUR
Maturity: 2/21/2025
Issue date: 12/12/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.38
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.08
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 0.08
Time value: 0.28
Break-even: 81.40
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.32
Spread abs.: 0.05
Spread %: 16.13%
Delta: -0.51
Theta: -0.03
Omega: -11.83
Rho: -0.05
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD
  -3.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.250
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.370
Low (YTD): 1/2/2025 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -