Goldman Sachs Put 17400 DAX 19.06.../  DE000GJ02CE7  /

EUWAX
10/11/2024  7:44:47 PM Chg.-0.31 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
7.15EUR -4.16% -
Bid Size: -
-
Ask Size: -
DAX 17,400.00 EUR 6/19/2026 Put
 

Master data

WKN: GJ02CE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Put
Strike price: 17,400.00 EUR
Maturity: 6/19/2026
Issue date: 7/2/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -27.02
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.12
Parity: -19.74
Time value: 7.17
Break-even: 16,683.00
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 0.70%
Delta: -0.22
Theta: -0.74
Omega: -6.00
Rho: -84.56
 

Quote data

Open: 7.51
High: 7.51
Low: 7.15
Previous Close: 7.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -12.91%
3 Months
  -4.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.73 7.15
1M High / 1M Low: 8.21 7.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.46
Avg. volume 1W:   0.00
Avg. price 1M:   7.66
Avg. volume 1M:   22.73
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -