Goldman Sachs Put 15900 DAX 20.03.../  DE000GG8EUK7  /

EUWAX
2024-06-17  12:44:31 PM Chg.0.00 Bid1:35:31 PM Ask1:35:31 PM Underlying Strike price Expiration date Option type
5.82EUR 0.00% 5.79
Bid Size: 10,000
5.84
Ask Size: 10,000
DAX 15,900.00 EUR 2026-03-20 Put
 

Master data

WKN: GG8EUK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Put
Strike price: 15,900.00 EUR
Maturity: 2026-03-20
Issue date: 2024-05-22
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -30.67
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.11
Parity: -21.02
Time value: 5.87
Break-even: 15,313.00
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 0.86%
Delta: -0.20
Theta: -0.61
Omega: -6.06
Rho: -72.83
 

Quote data

Open: 5.73
High: 5.82
Low: 5.70
Previous Close: 5.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.02%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.82 4.77
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.17
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -