Goldman Sachs Call 40400 DJI2MN 18.10.2024
/ DE000GJ2NAA1
Goldman Sachs Call 40400 DJI2MN 1.../ DE000GJ2NAA1 /
| 02/10/2024 14:15:00 |
Chg.-0.84 |
Bid19:01:23 |
Ask19:01:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.32EUR |
-4.63% |
17.44
Bid Size: 30,000 |
17.59
Ask Size: 30,000 |
Dow Jones Industrial... |
40,400.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
GJ2NAA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,400.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.45 |
| Intrinsic value: |
15.88 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.09 |
| Parity: |
15.88 |
| Time value: |
2.30 |
| Break-even: |
38,330.84 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
0.83% |
| Delta: |
0.83 |
| Theta: |
-17.50 |
| Omega: |
17.30 |
| Rho: |
12.99 |
Quote data
| Open: |
16.76 |
| High: |
17.32 |
| Low: |
16.76 |
| Previous Close: |
18.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.23% |
| 1 Month |
|
|
+15.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.54 |
17.35 |
| 1M High / 1M Low: |
18.54 |
9.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
