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Goldman Sachs Call 39500 DJI2MN 2.../  DE000GG0A9C5  /

EUWAX
2024-05-24  5:22:08 PM Chg.-1.03 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
9.36EUR -9.91% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 39,500.00 USD 2024-09-20 Call
 

Master data

WKN: GG0A9C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,500.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-29
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 40.79
Leverage: Yes

Calculated values

Fair value: 7.53
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.09
Parity: -3.97
Time value: 8.83
Break-even: 37,298.43
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.10
Spread %: 1.15%
Delta: 0.52
Theta: -5.50
Omega: 21.25
Rho: 57.80
 

Quote data

Open: 9.07
High: 9.36
Low: 9.07
Previous Close: 10.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.54%
1 Month  
+16.85%
3 Months
  -38.90%
YTD
  -16.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.34 9.36
1M High / 1M Low: 15.34 6.32
6M High / 6M Low: - -
High (YTD): 2024-03-28 17.69
Low (YTD): 2024-04-26 6.32
52W High: - -
52W Low: - -
Avg. price 1W:   12.51
Avg. volume 1W:   0.00
Avg. price 1M:   10.81
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -