Goldman Sachs Call 22200 DAX 19.0.../  DE000GJ02BG4  /

EUWAX
11/15/2024  7:39:18 PM Chg.-0.08 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
6.48EUR -1.22% -
Bid Size: -
-
Ask Size: -
DAX 22,200.00 EUR 6/19/2026 Call
 

Master data

WKN: GJ02BG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 22,200.00 EUR
Maturity: 6/19/2026
Issue date: 7/2/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 28.84
Leverage: Yes

Calculated values

Fair value: 4.72
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.12
Parity: -29.36
Time value: 6.68
Break-even: 22,868.00
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.11
Spread abs.: 0.10
Spread %: 1.52%
Delta: 0.33
Theta: -1.53
Omega: 9.51
Rho: 90.50
 

Quote data

Open: 6.41
High: 6.73
Low: 6.41
Previous Close: 6.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.67%
1 Month
  -24.30%
3 Months  
+22.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.24 5.91
1M High / 1M Low: 9.05 5.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.43
Avg. volume 1W:   0.00
Avg. price 1M:   7.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -