Goldman Sachs Call 24600 DAX 19.0.../  DE000GJ02BN0  /

EUWAX
15/11/2024  19:39:16 Chg.-0.01 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
1.97EUR -0.51% -
Bid Size: -
-
Ask Size: -
DAX 24,600.00 EUR 19/06/2026 Call
 

Master data

WKN: GJ02BN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 24,600.00 EUR
Maturity: 19/06/2026
Issue date: 02/07/2024
Last trading day: 18/06/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 89.77
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -53.89
Time value: 2.14
Break-even: 24,814.00
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.17
Spread abs.: 0.10
Spread %: 4.90%
Delta: 0.14
Theta: -0.83
Omega: 12.47
Rho: 39.03
 

Quote data

Open: 1.94
High: 2.05
Low: 1.94
Previous Close: 1.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.96%
1 Month
  -34.77%
3 Months  
+10.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.24 1.77
1M High / 1M Low: 3.17 1.77
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -