Goldman Sachs Put 42000 DJI2MN 17.01.2025
/ DE000GJ5R8V7
Goldman Sachs Put 42000 DJI2MN 17.../ DE000GJ5R8V7 /
1/8/2025 8:16:43 AM |
Chg.+0.57 |
Bid8:25:14 AM |
Ask8:25:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.88EUR |
+43.51% |
1.96 Bid Size: 10,000 |
2.11 Ask Size: 10,000 |
Dow Jones Industrial... |
42,000.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
GJ5R8V |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42,000.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
10/22/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-186.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.11 |
Parity: |
-5.11 |
Time value: |
2.20 |
Break-even: |
40,392.28 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
1.04 |
Spread abs.: |
0.15 |
Spread %: |
7.32% |
Delta: |
-0.31 |
Theta: |
-20.56 |
Omega: |
-57.35 |
Rho: |
-3.17 |
Quote data
Open: |
1.88 |
High: |
1.88 |
Low: |
1.88 |
Previous Close: |
1.31 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.34% |
1 Month |
|
|
+40.30% |
3 Months |
|
|
- |
YTD |
|
|
-20.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.85 |
1.26 |
1M High / 1M Low: |
6.87 |
1.23 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/2/2025 |
3.85 |
Low (YTD): |
1/6/2025 |
1.26 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.22 |
Avg. volume 1W: |
|
1,250 |
Avg. price 1M: |
|
2.74 |
Avg. volume 1M: |
|
882.35 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
913.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |