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Goldman Sachs Call 39000 DJI2MN 2.../  DE000GQ2N7S7  /

EUWAX
09/07/2024  17:13:30 Chg.-1.35 Bid19:33:57 Ask19:33:57 Underlying Strike price Expiration date Option type
8.32EUR -13.96% 8.89
Bid Size: 30,000		 8.96
Ask Size: 30,000		 Dow Jones Industrial... 39,000.00 USD 20/09/2024 Call
 

Master data

WKN: GQ2N7S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,000.00 USD
Maturity: 20/09/2024
Issue date: 22/08/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 42.05
Leverage: Yes

Calculated values

Fair value: 8.93
Intrinsic value: 3.18
Implied volatility: 0.08
Historic volatility: 0.09
Parity: 3.18
Time value: 5.46
Break-even: 36,872.75
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 0.82%
Delta: 0.68
Theta: -5.62
Omega: 28.45
Rho: 47.44
 

Quote data

Open: 8.90
High: 8.90
Low: 8.32
Previous Close: 9.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.32%
1 Month  
+4.92%
3 Months
  -8.07%
YTD  
+6.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.67 7.90
1M High / 1M Low: 9.98 5.50
6M High / 6M Low: 11.81 4.98
High (YTD): 20/05/2024 11.81
Low (YTD): 30/05/2024 4.98
52W High: - -
52W Low: - -
Avg. price 1W:   8.66
Avg. volume 1W:   0.00
Avg. price 1M:   7.95
Avg. volume 1M:   0.00
Avg. price 6M:   8.58
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.00%
Volatility 6M:   131.29%
Volatility 1Y:   -
Volatility 3Y:   -