Goldman Sachs Call 37500 DJI2MN 20.12.2024
/ DE000GG0GRX8
Goldman Sachs Call 37500 DJI2MN 2.../ DE000GG0GRX8 /
2024-09-04 4:24:06 PM |
Chg.-0.37 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
39.00EUR |
-0.94% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
37,500.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
GG0GRX |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37,500.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-04 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
9.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
34.85 |
Intrinsic value: |
31.11 |
Implied volatility: |
0.21 |
Historic volatility: |
0.09 |
Parity: |
31.11 |
Time value: |
7.65 |
Break-even: |
37,817.11 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.15 |
Spread %: |
0.39% |
Delta: |
0.83 |
Theta: |
-7.60 |
Omega: |
7.89 |
Rho: |
78.27 |
Quote data
Open: |
38.16 |
High: |
39.00 |
Low: |
37.80 |
Previous Close: |
39.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.97% |
1 Month |
|
|
+47.00% |
3 Months |
|
|
+54.21% |
YTD |
|
|
+47.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
42.85 |
39.00 |
1M High / 1M Low: |
42.85 |
23.95 |
6M High / 6M Low: |
42.85 |
21.81 |
High (YTD): |
2024-09-02 |
42.85 |
Low (YTD): |
2024-05-30 |
21.81 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
40.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
34.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
30.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.76% |
Volatility 6M: |
|
101.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |