Goldman Sachs Put 15100 DAX 20.03.../  DE000GG8JPL4  /

EUWAX
9/9/2024  7:36:06 PM Chg.-0.30 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
3.93EUR -7.09% -
Bid Size: -
-
Ask Size: -
DAX 15,100.00 EUR 3/20/2026 Put
 

Master data

WKN: GG8JPL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Put
Strike price: 15,100.00 EUR
Maturity: 3/20/2026
Issue date: 5/24/2024
Last trading day: 3/19/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -41.50
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.11
Parity: -32.02
Time value: 4.41
Break-even: 14,659.00
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 3.52%
Delta: -0.15
Theta: -0.74
Omega: -6.21
Rho: -48.54
 

Quote data

Open: 4.07
High: 4.07
Low: 3.92
Previous Close: 4.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.56%
1 Month
  -17.95%
3 Months  
+1.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.23 3.62
1M High / 1M Low: 4.73 3.31
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.90
Avg. volume 1W:   0.00
Avg. price 1M:   3.82
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -