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Goldman Sachs Call 37500 DJI2MN 2.../  DE000GG0GRX8  /

EUWAX
04/09/2024  16:24:06 Chg.-0.37 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
39.00EUR -0.94% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 37,500.00 USD 20/12/2024 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: 20/12/2024
Issue date: 04/12/2023
Last trading day: 19/12/2024
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): 02/09/2024 42.85
Low (YTD): 30/05/2024 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:   -