Goldman Sachs Put 45000 DJI2MN 21.02.2025
/ DE000GJ75SG4
Goldman Sachs Put 45000 DJI2MN 21.../ DE000GJ75SG4 /
| 23/01/2025 12:22:32 |
Chg.-0.67 |
Bid14:00:11 |
Ask14:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.02EUR |
-6.91% |
8.84
Bid Size: 10,000 |
8.99
Ask Size: 10,000 |
Dow Jones Industrial... |
45,000.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
GJ75SG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45,000.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
20/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-43.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.61 |
| Intrinsic value: |
8.10 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.11 |
| Parity: |
8.10 |
| Time value: |
1.57 |
| Break-even: |
42,269.39 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.30 |
| Spread %: |
3.20% |
| Delta: |
-0.70 |
| Theta: |
-5.68 |
| Omega: |
-30.61 |
| Rho: |
-24.28 |
Quote data
| Open: |
9.57 |
| High: |
9.57 |
| Low: |
9.02 |
| Previous Close: |
9.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.03% |
| 1 Month |
|
|
-57.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
-55.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
18.05 |
9.69 |
| 1M High / 1M Low: |
27.50 |
9.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
27.50 |
| Low (YTD): |
22/01/2025 |
9.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
19.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |