Goldman Sachs Put 44000 DJI2MN 21.02.2025
/ DE000GJ8CJX4
Goldman Sachs Put 44000 DJI2MN 21.../ DE000GJ8CJX4 /
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: |
|
- |