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

EUWAX
29/07/2024  17:26:10 Chg.-0.16 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
1.45EUR -9.94% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 42,500.00 USD 20/09/2024 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: 20/09/2024
Issue date: 06/12/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 216.18
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.09
Parity: -17.61
Time value: 1.73
Break-even: 39,333.22
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.42
Spread abs.: 0.10
Spread %: 6.14%
Delta: 0.19
Theta: -5.01
Omega: 41.05
Rho: 10.05
 

Quote data

Open: 1.81
High: 1.86
Low: 1.45
Previous Close: 1.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.40%
1 Month  
+119.70%
3 Months  
+43.56%
YTD
  -46.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.11
1M High / 1M Low: 3.43 0.51
6M High / 6M Low: 4.48 0.51
High (YTD): 28/03/2024 4.48
Low (YTD): 09/07/2024 0.51
52W High: - -
52W Low: - -
Avg. price 1W:   1.35
Avg. volume 1W:   600
Avg. price 1M:   1.26
Avg. volume 1M:   150
Avg. price 6M:   1.90
Avg. volume 6M:   23.62
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   633.42%
Volatility 6M:   323.61%
Volatility 1Y:   -
Volatility 3Y:   -