Goldman Sachs Put 21600 DAX 18.12.../  DE000GJ90998  /

EUWAX
1/9/2025  3:47:40 PM Chg.-0.07 Bid4:35:17 PM Ask4:35:17 PM Underlying Strike price Expiration date Option type
17.58EUR -0.40% 17.63
Bid Size: 10,000
17.68
Ask Size: 10,000
DAX 21,600.00 EUR 12/18/2026 Put
 

Master data

WKN: GJ9099
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Put
Strike price: 21,600.00 EUR
Maturity: 12/18/2026
Issue date: 1/6/2025
Last trading day: 12/17/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -11.52
Leverage: Yes

Calculated values

Fair value: 13.97
Intrinsic value: 12.70
Implied volatility: 0.15
Historic volatility: 0.12
Parity: 12.70
Time value: 4.94
Break-even: 19,836.00
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.05
Spread %: 0.28%
Delta: -0.47
Theta: -0.32
Omega: -5.40
Rho: -218.98
 

Quote data

Open: 17.85
High: 17.85
Low: 17.55
Previous Close: 17.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -