Goldman Sachs Put 20600 DAX 18.12.../  DE000GJ908Y8  /

EUWAX
1/23/2025  7:44:54 PM Chg.-0.39 Bid9:12:46 PM Ask9:12:46 PM Underlying Strike price Expiration date Option type
11.12EUR -3.39% 11.06
Bid Size: 10,000
11.11
Ask Size: 10,000
DAX 20,600.00 EUR 12/18/2026 Put
 

Master data

WKN: GJ908Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Put
Strike price: 20,600.00 EUR
Maturity: 12/18/2026
Issue date: 1/6/2025
Last trading day: 12/17/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -18.31
Leverage: Yes

Calculated values

Fair value: 6.51
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.12
Parity: -6.54
Time value: 11.61
Break-even: 19,439.00
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.43%
Delta: -0.32
Theta: -0.67
Omega: -5.80
Rho: -150.14
 

Quote data

Open: 11.49
High: 11.52
Low: 11.08
Previous Close: 11.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 12.98 11.51
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   12.19
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:   -