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

EUWAX
7/29/2024  5:25:02 PM Chg.-0.10 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
37.07EUR -0.27% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 37,500.00 USD 12/20/2024 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: 12/20/2024
Issue date: 12/4/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 9.81
Leverage: Yes

Calculated values

Fair value: 33.78
Intrinsic value: 28.47
Implied volatility: 0.18
Historic volatility: 0.09
Parity: 28.47
Time value: 9.65
Break-even: 38,365.14
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.30
Spread %: 0.79%
Delta: 0.81
Theta: -6.66
Omega: 7.93
Rho: 104.27
 

Quote data

Open: 38.72
High: 39.00
Low: 37.07
Previous Close: 37.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.59%
1 Month  
+30.85%
3 Months  
+57.08%
YTD  
+40.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 37.17 32.42
1M High / 1M Low: 41.85 27.14
6M High / 6M Low: 41.85 21.81
High (YTD): 7/18/2024 41.85
Low (YTD): 5/30/2024 21.81
52W High: - -
52W Low: - -
Avg. price 1W:   35.58
Avg. volume 1W:   0.00
Avg. price 1M:   32.81
Avg. volume 1M:   0.00
Avg. price 6M:   29.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.45%
Volatility 6M:   91.40%
Volatility 1Y:   -
Volatility 3Y:   -