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Goldman Sachs Call 39500 DJI2MN 2.../  DE000GG0A9C5  /

EUWAX
30/07/2024  17:21:46 Chg.+0.83 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
16.21EUR +5.40% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 39,500.00 USD 20/09/2024 Call
 

Master data

WKN: GG0A9C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,500.00 USD
Maturity: 20/09/2024
Issue date: 29/11/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 24.51
Leverage: Yes

Calculated values

Fair value: 12.74
Intrinsic value: 9.61
Implied volatility: 0.15
Historic volatility: 0.09
Parity: 9.61
Time value: 5.68
Break-even: 38,038.17
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.10
Spread %: 0.66%
Delta: 0.72
Theta: -9.38
Omega: 17.62
Rho: 36.20
 

Quote data

Open: 15.31
High: 16.21
Low: 15.31
Previous Close: 15.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.93%
1 Month  
+95.07%
3 Months  
+120.54%
YTD  
+44.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.21 11.54
1M High / 1M Low: 20.25 7.14
6M High / 6M Low: 20.25 4.77
High (YTD): 18/07/2024 20.25
Low (YTD): 30/05/2024 4.77
52W High: - -
52W Low: - -
Avg. price 1W:   14.25
Avg. volume 1W:   0.00
Avg. price 1M:   12.04
Avg. volume 1M:   0.00
Avg. price 6M:   11.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.29%
Volatility 6M:   194.94%
Volatility 1Y:   -
Volatility 3Y:   -