OverviewChartNewsTraderScreen

Goldman Sachs Call 37500 DJI2MN 2.../  DE000GG0GRX8  /

EUWAX
2024-05-24  5:27:28 PM Chg.-1.39 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
28.81EUR -4.60% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 37,500.00 USD 2024-12-20 Call
 

Master data

WKN: GG0GRX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 37,500.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-04
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 12.76
Leverage: Yes

Calculated values

Fair value: 24.16
Intrinsic value: 14.47
Implied volatility: 0.14
Historic volatility: 0.09
Parity: 14.47
Time value: 13.76
Break-even: 37,394.61
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 0.53%
Delta: 0.74
Theta: -5.44
Omega: 9.45
Rho: 136.62
 

Quote data

Open: 28.27
High: 28.81
Low: 28.27
Previous Close: 30.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.61%
1 Month  
+28.22%
3 Months
  -13.51%
YTD  
+8.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 35.61 28.81
1M High / 1M Low: 35.61 22.47
6M High / 6M Low: - -
High (YTD): 2024-03-22 37.09
Low (YTD): 2024-01-17 22.35
52W High: - -
52W Low: - -
Avg. price 1W:   32.45
Avg. volume 1W:   0.00
Avg. price 1M:   29.58
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -