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

EUWAX
8/2/2024  1:27:30 PM Chg.-2.46 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
10.72EUR -18.66% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 39,000.00 USD 9/20/2024 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: 9/20/2024
Issue date: 8/22/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 34.72
Leverage: Yes

Calculated values

Fair value: 10.13
Intrinsic value: 6.76
Implied volatility: 0.10
Historic volatility: 0.09
Parity: 6.76
Time value: 3.73
Break-even: 36,792.74
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 0.67%
Delta: 0.75
Theta: -6.99
Omega: 25.92
Rho: 34.39
 

Quote data

Open: 11.43
High: 11.43
Low: 10.72
Previous Close: 13.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.72%
1 Month  
+24.94%
3 Months  
+36.91%
YTD  
+37.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.47 10.72
1M High / 1M Low: 14.36 8.05
6M High / 6M Low: 14.36 4.98
High (YTD): 7/18/2024 14.36
Low (YTD): 5/30/2024 4.98
52W High: - -
52W Low: - -
Avg. price 1W:   12.70
Avg. volume 1W:   0.00
Avg. price 1M:   11.47
Avg. volume 1M:   0.00
Avg. price 6M:   9.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.70%
Volatility 6M:   142.76%
Volatility 1Y:   -
Volatility 3Y:   -