Goldman Sachs Put 20000 DAX 20.03.2026
/ DE000GG5UEN7
Goldman Sachs Put 20000 DAX 20.03.../ DE000GG5UEN7 /
16/07/2024 19:42:24 |
Chg.+0.02 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
15.64EUR |
+0.13% |
- Bid Size: - |
- Ask Size: - |
DAX |
20,000.00 EUR |
20/03/2026 |
Put |
Master data
WKN: |
GG5UEN |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
DAX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20,000.00 EUR |
Maturity: |
20/03/2026 |
Issue date: |
27/03/2024 |
Last trading day: |
19/03/2026 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-11.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.61 |
Intrinsic value: |
14.09 |
Implied volatility: |
0.15 |
Historic volatility: |
0.11 |
Parity: |
14.09 |
Time value: |
1.60 |
Break-even: |
18,431.00 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.15 |
Spread %: |
0.97% |
Delta: |
-0.49 |
Theta: |
-0.13 |
Omega: |
-5.76 |
Rho: |
-177.89 |
Quote data
Open: |
15.84 |
High: |
15.98 |
Low: |
15.64 |
Previous Close: |
15.62 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.88% |
1 Month |
|
|
-12.38% |
3 Months |
|
|
-20.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
15.94 |
14.68 |
1M High / 1M Low: |
18.02 |
14.68 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
15.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
16.64 |
Avg. volume 1M: |
|
7.73 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |