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Goldman Sachs Put 150 JBHT 17.01..../  DE000GP4PYT4  /

EUWAX
2024-06-04  10:53:17 AM Chg.+0.040 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.840EUR +5.00% -
Bid Size: -		 -
Ask Size: -		 J B Hunt Transport S... 150.00 - 2025-01-17 Put
 

Master data

WKN: GP4PYT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: J B Hunt Transport Services Inc
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-05-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.37
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.27
Implied volatility: 0.20
Historic volatility: 0.23
Parity: 0.27
Time value: 0.63
Break-even: 141.00
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 5.88%
Delta: -0.46
Theta: -0.01
Omega: -7.46
Rho: -0.47
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+10.53%
3 Months  
+162.50%
YTD  
+100.00%
1 Year
  -35.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.800
1M High / 1M Low: 1.020 0.560
6M High / 6M Low: 1.020 0.210
High (YTD): 2024-05-30 1.020
Low (YTD): 2024-02-16 0.210
52W High: 2023-06-05 1.350
52W Low: 2024-02-16 0.210
Avg. price 1W:   0.912
Avg. volume 1W:   0.000
Avg. price 1M:   0.742
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   0.000
Avg. price 1Y:   0.648
Avg. volume 1Y:   0.000
Volatility 1M:   140.80%
Volatility 6M:   163.79%
Volatility 1Y:   140.00%
Volatility 3Y:   -