Goldman Sachs Put 850 RAA 21.03.2.../  DE000GJ8JXU6  /

EUWAX
1/24/2025  6:22:28 PM Chg.-0.030 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.300EUR -9.09% -
Bid Size: -
-
Ask Size: -
RATIONAL AG 850.00 EUR 3/21/2025 Put
 

Master data

WKN: GJ8JXU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Put
Strike price: 850.00 EUR
Maturity: 3/21/2025
Issue date: 12/19/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -23.21
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -0.04
Time value: 0.37
Break-even: 813.20
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.07
Spread %: 23.49%
Delta: -0.45
Theta: -0.33
Omega: -10.37
Rho: -0.63
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -37.50%
3 Months     -
YTD
  -38.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.300
1M High / 1M Low: 0.640 0.300
6M High / 6M Low: - -
High (YTD): 1/13/2025 0.640
Low (YTD): 1/24/2025 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -