Goldman Sachs Put 24000 DJI 20.12.2024
/ DE000GZ98NP4
Goldman Sachs Put 24000 DJI 20.12.../ DE000GZ98NP4 /
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: |
|
- |