Goldman Sachs Put 39500 DJI2MN 19.07.2024
/ DE000GG7HTY5
Goldman Sachs Put 39500 DJI2MN 19.../ DE000GG7HTY5 /
| 2024-06-20 2:18:29 PM |
Chg.- |
Bid1:23:17 PM |
Ask1:23:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.99EUR |
- |
5.47
Bid Size: 10,000 |
5.57
Ask Size: 10,000 |
Dow Jones Industrial... |
39,500.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
GG7HTY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39,500.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-63.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
3.41 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.09 |
| Parity: |
3.41 |
| Time value: |
2.31 |
| Break-even: |
36,323.54 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.58 |
| Theta: |
-5.56 |
| Omega: |
-37.05 |
| Rho: |
-16.69 |
Quote data
| Open: |
7.11 |
| High: |
7.11 |
| Low: |
6.99 |
| Previous Close: |
7.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.23% |
| 1 Month |
|
|
+85.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.74 |
6.99 |
| 1M High / 1M Low: |
12.32 |
3.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
