Goldman Sachs Put 24000 DJI 20.12.../  DE000GZ98NP4  /

Frankfurt Zert./GS
2024-04-30  6:28:13 PM Chg.-0.030 Bid9:57:51 PM Ask9:57:51 PM Underlying Strike price Expiration date Option type
0.310EUR -8.82% -
Bid Size: -
-
Ask Size: -
DOW JONES INDUSTRIAL... 24,000.00 - 2024-12-20 Put
 

Master data

WKN: GZ98NP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 24,000.00 -
Maturity: 2024-12-20
Issue date: 2023-02-28
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -974.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.10
Parity: -139.03
Time value: 0.39
Break-even: 23,961.10
Moneyness: 0.63
Premium: 0.37
Premium p.a.: 0.64
Spread abs.: 0.07
Spread %: 21.94%
Delta: -0.01
Theta: -0.53
Omega: -11.90
Rho: -3.19
 

Quote data

Open: 0.340
High: 0.340
Low: 0.310
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -18.42%
3 Months
  -26.19%
YTD
  -48.33%
1 Year
  -87.84%
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.480 0.310
6M High / 6M Low: 1.270 0.300
High (YTD): 2024-01-08 0.640
Low (YTD): 2024-03-21 0.300
52W High: 2023-05-11 3.190
52W Low: 2024-03-21 0.300
Avg. price 1W:   0.333
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   1.281
Avg. volume 1Y:   1.423
Volatility 1M:   151.79%
Volatility 6M:   99.61%
Volatility 1Y:   101.51%
Volatility 3Y:   -