Goldman Sachs Put 440 DPZ 17.01.2025
/ DE000GJ3HDA5
Goldman Sachs Put 440 DPZ 17.01.2.../ DE000GJ3HDA5 /
2024-12-20 12:50:02 PM |
Chg.-0.01 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.14EUR |
-0.47% |
- Bid Size: - |
- Ask Size: - |
Dominos Pizza Inc |
440.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
GJ3HDA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
440.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-09-09 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.91 |
Intrinsic value: |
1.33 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
1.33 |
Time value: |
0.80 |
Break-even: |
400.60 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.20 |
Spread %: |
10.36% |
Delta: |
-0.62 |
Theta: |
-0.23 |
Omega: |
-11.88 |
Rho: |
-0.20 |
Quote data
Open: |
2.19 |
High: |
2.19 |
Low: |
2.14 |
Previous Close: |
2.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+289.09% |
1 Month |
|
|
+58.52% |
3 Months |
|
|
-44.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.15 |
0.79 |
1M High / 1M Low: |
2.15 |
0.36 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
575.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |