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Goldman Sachs Call 42500 DJI2MN 2.../  DE000GG0MP71  /

EUWAX
7/30/2024  5:28:08 PM Chg.+0.33 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.78EUR +22.76% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 42,500.00 USD 9/20/2024 Call
 

Master data

WKN: GG0MP7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,500.00 USD
Maturity: 9/20/2024
Issue date: 12/6/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 238.66
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.09
Parity: -18.12
Time value: 1.57
Break-even: 39,439.02
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.43
Spread abs.: 0.10
Spread %: 6.80%
Delta: 0.18
Theta: -4.82
Omega: 42.45
Rho: 9.27
 

Quote data

Open: 1.43
High: 1.78
Low: 1.43
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.36%
1 Month  
+169.70%
3 Months  
+81.63%
YTD
  -34.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.11
1M High / 1M Low: 3.43 0.51
6M High / 6M Low: 4.48 0.51
High (YTD): 3/28/2024 4.48
Low (YTD): 7/9/2024 0.51
52W High: - -
52W Low: - -
Avg. price 1W:   1.44
Avg. volume 1W:   300
Avg. price 1M:   1.29
Avg. volume 1M:   136.36
Avg. price 6M:   1.89
Avg. volume 6M:   23.62
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   606.61%
Volatility 6M:   325.08%
Volatility 1Y:   -
Volatility 3Y:   -