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

EUWAX
6/28/2024  5:14:11 PM Chg.+0.18 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
8.84EUR +2.08% -
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: 43.13
Leverage: Yes

Calculated values

Fair value: 8.73
Intrinsic value: 1.53
Implied volatility: 0.09
Historic volatility: 0.09
Parity: 1.53
Time value: 6.95
Break-even: 37,270.05
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.20
Spread %: 2.42%
Delta: 0.63
Theta: -5.57
Omega: 27.12
Rho: 50.99
 

Quote data

Open: 8.38
High: 8.84
Low: 8.38
Previous Close: 8.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.18%
1 Month  
+1.14%
3 Months
  -21.70%
YTD  
+13.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.98 8.43
1M High / 1M Low: 9.98 4.98
6M High / 6M Low: 11.81 4.98
High (YTD): 5/20/2024 11.81
Low (YTD): 5/30/2024 4.98
52W High: - -
52W Low: - -
Avg. price 1W:   9.09
Avg. volume 1W:   0.00
Avg. price 1M:   7.32
Avg. volume 1M:   0.00
Avg. price 6M:   8.51
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.71%
Volatility 6M:   129.02%
Volatility 1Y:   -
Volatility 3Y:   -