Goldman Sachs Put 42000 DJI2MN 17.../  DE000GJ5R8V7  /

EUWAX
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:   -