Goldman Sachs Put 20800 DAX 18.12.../  DE000GJ908W2  /

EUWAX
1/23/2025  7:44:55 PM Chg.-0.42 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
11.65EUR -3.48% -
Bid Size: -
-
Ask Size: -
DAX 20,800.00 EUR 12/18/2026 Put
 

Master data

WKN: GJ908W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Put
Strike price: 20,800.00 EUR
Maturity: 12/18/2026
Issue date: 1/6/2025
Last trading day: 12/17/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -17.48
Leverage: Yes

Calculated values

Fair value: 7.16
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.12
Parity: -4.54
Time value: 12.16
Break-even: 19,584.00
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.41%
Delta: -0.33
Theta: -0.65
Omega: -5.78
Rho: -156.82
 

Quote data

Open: 12.04
High: 12.07
Low: 11.61
Previous Close: 12.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.46%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.62 12.07
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   12.79
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -