Goldman Sachs Put 44500 DJI2MN 21.02.2025
/ DE000GJ75SP5
Goldman Sachs Put 44500 DJI2MN 21.../ DE000GJ75SP5 /
| 1/22/2025 12:28:12 PM |
Chg.-3.17 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.83EUR |
-31.70% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
44,500.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
GJ75SP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44,500.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
11/20/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-57.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.29 |
| Intrinsic value: |
4.56 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.11 |
| Parity: |
4.56 |
| Time value: |
2.84 |
| Break-even: |
42,024.61 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
4.23% |
| Delta: |
-0.60 |
| Theta: |
-6.75 |
| Omega: |
-34.17 |
| Rho: |
-21.39 |
Quote data
| Open: |
7.38 |
| High: |
7.38 |
| Low: |
6.83 |
| Previous Close: |
10.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.18% |
| 1 Month |
|
|
-61.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
-58.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
13.99 |
6.83 |
| 1M High / 1M Low: |
22.95 |
6.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
22.95 |
| Low (YTD): |
1/22/2025 |
6.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |