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Goldman Sachs Put 220 JBHT 17.01..../  DE000GQ40JT5  /

EUWAX
2024-06-04  11:11:37 AM Chg.+0.13 Bid4:19:52 PM Ask4:19:52 PM Underlying Strike price Expiration date Option type
5.57EUR +2.39% 5.30
Bid Size: 20,000		 5.50
Ask Size: 20,000		 J B Hunt Transport S... 220.00 USD 2025-01-17 Put
 

Master data

WKN: GQ40JT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: J B Hunt Transport Services Inc
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.58
Leverage: Yes

Calculated values

Fair value: 5.44
Intrinsic value: 5.44
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 5.44
Time value: 0.26
Break-even: 144.70
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.10
Spread %: 1.79%
Delta: -0.74
Theta: -0.02
Omega: -1.90
Rho: -1.03
 

Quote data

Open: 5.57
High: 5.57
Low: 5.57
Previous Close: 5.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.45%
1 Month  
+9.43%
3 Months  
+129.22%
YTD  
+118.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.13 5.44
1M High / 1M Low: 6.13 4.60
6M High / 6M Low: 6.13 1.69
High (YTD): 2024-05-30 6.13
Low (YTD): 2024-02-16 1.69
52W High: - -
52W Low: - -
Avg. price 1W:   5.78
Avg. volume 1W:   0.00
Avg. price 1M:   5.23
Avg. volume 1M:   0.00
Avg. price 6M:   3.33
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.01%
Volatility 6M:   108.43%
Volatility 1Y:   -
Volatility 3Y:   -