OverviewChartNewsTraderScreen

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

EUWAX
2024-07-05  2:27:50 PM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.730EUR -3.95% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 42,500.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-12-06
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 448.47
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.09
Parity: -28.82
Time value: 0.81
Break-even: 39,289.63
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.46
Spread abs.: 0.10
Spread %: 14.08%
Delta: 0.09
Theta: -2.40
Omega: 42.46
Rho: 6.98
 

Quote data

Open: 0.740
High: 0.740
Low: 0.730
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.61%
1 Month
  -22.34%
3 Months
  -72.66%
YTD
  -73.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.640
1M High / 1M Low: 0.940 0.640
6M High / 6M Low: 4.480 0.610
High (YTD): 2024-03-28 4.480
Low (YTD): 2024-05-30 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.771
Avg. volume 1M:   0.000
Avg. price 6M:   1.939
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.87%
Volatility 6M:   224.20%
Volatility 1Y:   -
Volatility 3Y:   -