Goldman Sachs Put 20900 DAX 19.06.../  DE000GJ0F1K4  /

EUWAX
15/11/2024  19:39:35 Chg.+0.24 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
18.40EUR +1.32% -
Bid Size: -
-
Ask Size: -
DAX 20,900.00 EUR 19/06/2026 Put
 

Master data

WKN: GJ0F1K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Put
Strike price: 20,900.00 EUR
Maturity: 19/06/2026
Issue date: 09/07/2024
Last trading day: 18/06/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -10.55
Leverage: Yes

Calculated values

Fair value: 14.85
Intrinsic value: 16.36
Implied volatility: 0.15
Historic volatility: 0.12
Parity: 16.36
Time value: 1.90
Break-even: 19,074.00
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.10
Spread %: 0.55%
Delta: -0.53
Theta: -0.24
Omega: -5.58
Rho: -191.31
 

Quote data

Open: 18.55
High: 18.55
Low: 17.91
Previous Close: 18.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.59%
1 Month  
+5.08%
3 Months
  -18.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 19.31 17.42
1M High / 1M Low: 19.51 16.82
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   18.52
Avg. volume 1W:   0.00
Avg. price 1M:   18.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -