Goldman Sachs Put 44000 DJI2MN 21.../  DE000GJ8CJX4  /

EUWAX
24/01/2025  08:48:47 Chg.-1.09 Bid10:39:07 Ask10:39:07 Underlying Strike price Expiration date Option type
3.17EUR -25.59% 3.25
Bid Size: 30,000
3.35
Ask Size: 30,000
Dow Jones Industrial... 44,000.00 USD 21/02/2025 Put
 

Master data

WKN: GJ8CJX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Put
Strike price: 44,000.00 USD
Maturity: 21/02/2025
Issue date: 16/12/2024
Last trading day: 20/02/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -124.02
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.11
Parity: -5.43
Time value: 3.45
Break-even: 41,898.51
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.31
Spread abs.: 0.30
Spread %: 9.52%
Delta: -0.33
Theta: -8.89
Omega: -41.28
Rho: -11.19
 

Quote data

Open: 3.17
High: 3.17
Low: 3.17
Previous Close: 4.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.02%
1 Month
  -78.77%
3 Months     -
YTD
  -73.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 9.33 4.26
1M High / 1M Low: 19.71 4.26
6M High / 6M Low: - -
High (YTD): 13/01/2025 19.71
Low (YTD): 23/01/2025 4.26
52W High: - -
52W Low: - -
Avg. price 1W:   6.32
Avg. volume 1W:   0.00
Avg. price 1M:   11.36
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -