Goldman Sachs Call 24200 DAX 19.0.../  DE000GJ02C66  /

EUWAX
09/09/2024  19:32:37 Chg.+0.15 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
2.22EUR +7.25% -
Bid Size: -
-
Ask Size: -
DAX 24,200.00 EUR 19/06/2026 Call
 

Master data

WKN: GJ02C6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 24,200.00 EUR
Maturity: 19/06/2026
Issue date: 02/07/2024
Last trading day: 18/06/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 85.52
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.11
Parity: -58.98
Time value: 2.14
Break-even: 24,414.00
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.18
Spread abs.: 0.10
Spread %: 4.90%
Delta: 0.14
Theta: -0.79
Omega: 11.69
Rho: 40.63
 

Quote data

Open: 2.17
High: 2.23
Low: 2.12
Previous Close: 2.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.92%
1 Month  
+32.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.88 2.07
1M High / 1M Low: 2.88 1.60
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.48
Avg. volume 1W:   0.00
Avg. price 1M:   2.26
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -