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

EUWAX
2024-05-24  5:27:53 PM Chg.-0.41 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.02EUR -28.67% -
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: 336.62
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.09
Parity: -31.63
Time value: 1.07
Break-even: 39,288.16
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.31
Spread abs.: 0.07
Spread %: 7.00%
Delta: 0.11
Theta: -2.05
Omega: 37.03
Rho: 12.47
 

Quote data

Open: 1.42
High: 1.43
Low: 1.02
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.42%
1 Month  
+27.50%
3 Months
  -71.98%
YTD
  -62.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.33 1.02
1M High / 1M Low: 2.40 0.80
6M High / 6M Low: - -
High (YTD): 2024-03-28 4.48
Low (YTD): 2024-04-25 0.80
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -