Goldman Sachs Put 12900 DAX 20.03.../  DE000GG7CGG0  /

EUWAX
2024-06-17  2:58:46 PM Chg.-0.02 Bid3:19:23 PM Ask3:19:23 PM Underlying Strike price Expiration date Option type
2.40EUR -0.83% 2.36
Bid Size: 10,000
2.41
Ask Size: 10,000
DAX 12,900.00 EUR 2026-03-20 Put
 

Master data

WKN: GG7CGG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Put
Strike price: 12,900.00 EUR
Maturity: 2026-03-20
Issue date: 2024-04-24
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -72.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.11
Parity: -51.02
Time value: 2.47
Break-even: 12,653.00
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 2.07%
Delta: -0.08
Theta: -0.51
Omega: -5.96
Rho: -30.19
 

Quote data

Open: 2.37
High: 2.40
Low: 2.35
Previous Close: 2.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.23%
1 Month  
+14.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 1.96
1M High / 1M Low: 2.42 1.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -