Goldman Sachs Put 39000 DJI2MN 21.06.2024
/ DE000GG4XMM9
Goldman Sachs Put 39000 DJI2MN 21.../ DE000GG4XMM9 /
| 2024-04-26 2:14:04 PM |
Chg.+0.41 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.13EUR |
+6.10% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
39,000.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG4XMM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39,000.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-52.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.93 |
| Intrinsic value: |
8.55 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.09 |
| Parity: |
8.55 |
| Time value: |
-1.82 |
| Break-even: |
35,799.12 |
| Moneyness: |
1.02 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
1.05% |
| Delta: |
-0.88 |
| Theta: |
2.46 |
| Omega: |
-46.79 |
| Rho: |
-48.47 |
Quote data
| Open: |
7.03 |
| High: |
7.13 |
| Low: |
7.03 |
| Previous Close: |
6.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.69% |
| 1 Month |
|
|
+202.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.17 |
5.97 |
| 1M High / 1M Low: |
8.17 |
2.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
