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Goldman Sachs Call 42000 DJI2MN 2.../  DE000GG0KN75  /

EUWAX
7/30/2024  8:19:31 AM Chg.+0.06 Bid8:49:45 AM Ask8:49:45 AM Underlying Strike price Expiration date Option type
2.46EUR +2.50% 2.46
Bid Size: 10,000		 2.56
Ask Size: 10,000		 Dow Jones Industrial... 42,000.00 USD 9/20/2024 Call
 

Master data

WKN: GG0KN7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,000.00 USD
Maturity: 9/20/2024
Issue date: 12/5/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 131.23
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.09
Parity: -13.00
Time value: 2.85
Break-even: 38,984.51
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.33
Spread abs.: 0.10
Spread %: 3.64%
Delta: 0.27
Theta: -6.43
Omega: 35.93
Rho: 14.46
 

Quote data

Open: 2.46
High: 2.46
Low: 2.46
Previous Close: 2.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.24%
1 Month  
+156.25%
3 Months  
+84.96%
YTD
  -30.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.40 1.57
1M High / 1M Low: 5.04 0.76
6M High / 6M Low: 5.93 0.76
High (YTD): 3/21/2024 5.93
Low (YTD): 7/9/2024 0.76
52W High: - -
52W Low: - -
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   2.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   563.50%
Volatility 6M:   316.63%
Volatility 1Y:   -
Volatility 3Y:   -