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Goldman Sachs Put 80 JNJ 17.01.20.../  DE000GP7RZM5  /

EUWAX
2024-05-31  9:46:36 AM Chg.-0.005 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.010EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 JOHNSON + JOHNSON ... 80.00 - 2025-01-17 Put
 

Master data

WKN: GP7RZM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-07-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -397.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.15
Parity: -5.52
Time value: 0.03
Break-even: 79.66
Moneyness: 0.59
Premium: 0.41
Premium p.a.: 0.73
Spread abs.: 0.02
Spread %: 142.86%
Delta: -0.02
Theta: 0.00
Omega: -8.40
Rho: -0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -47.37%
3 Months
  -37.50%
YTD
  -69.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.010
1M High / 1M Low: 0.020 0.010
6M High / 6M Low: 0.060 0.010
High (YTD): 2024-01-05 0.035
Low (YTD): 2024-05-31 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   369.07%
Volatility 6M:   281.69%
Volatility 1Y:   -
Volatility 3Y:   -