Goldman Sachs Put 41200 DJI2MN 21.06.2024
/ DE000GG5RW80
Goldman Sachs Put 41200 DJI2MN 21.../ DE000GG5RW80 /
| 2024-05-08 8:09:46 AM |
Chg.+0.77 |
Bid10:48:40 AM |
Ask10:48:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.57EUR |
+3.89% |
20.53
Bid Size: 10,000 |
20.63
Ask Size: 10,000 |
Dow Jones Industrial... |
41,200.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG5RW8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41,200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-17.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.98 |
| Intrinsic value: |
21.54 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.09 |
| Parity: |
21.54 |
| Time value: |
-0.37 |
| Break-even: |
36,208.94 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.70 |
| Spread %: |
3.42% |
| Delta: |
-0.85 |
| Theta: |
-1.41 |
| Omega: |
-14.50 |
| Rho: |
-39.55 |
Quote data
| Open: |
20.57 |
| High: |
20.57 |
| Low: |
20.57 |
| Previous Close: |
19.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.23% |
| 1 Month |
|
|
+8.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
27.39 |
19.80 |
| 1M High / 1M Low: |
29.50 |
18.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
22.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
24.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
