Goldman Sachs Put 3200 TDXP 19.12.../  DE000GG1R0J9  /

EUWAX
15/11/2024  08:08:59 Chg.-0.13 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
1.83EUR -6.63% -
Bid Size: -
-
Ask Size: -
TECDAX 3,200.00 EUR 19/12/2025 Put
 

Master data

WKN: GG1R0J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Put
Strike price: 3,200.00 EUR
Maturity: 19/12/2025
Issue date: 04/01/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -17.01
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.14
Parity: -1.86
Time value: 1.99
Break-even: 3,001.00
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.10
Spread abs.: 0.20
Spread %: 11.17%
Delta: -0.31
Theta: -0.27
Omega: -5.34
Rho: -13.80
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.67%
1 Month     0.00%
3 Months
  -14.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.77
1M High / 1M Low: 2.14 1.77
6M High / 6M Low: 2.79 1.77
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   0.00
Avg. price 6M:   2.05
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.74%
Volatility 6M:   78.14%
Volatility 1Y:   -
Volatility 3Y:   -