Goldman Sachs Call 52000 DJI2MN 1.../  DE000GG5P0P4  /

EUWAX
2024-05-23  8:43:45 AM Chg.-0.23 Bid2:00:33 PM Ask2:00:33 PM Underlying Strike price Expiration date Option type
1.95EUR -10.55% 1.95
Bid Size: 5,000
2.10
Ask Size: 5,000
Dow Jones Industrial... 52,000.00 USD 2025-12-19 Call
 

Master data

WKN: GG5P0P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 52,000.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-25
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 161.44
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.09
Parity: -113.89
Time value: 2.27
Break-even: 48,263.29
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.19
Spread abs.: 0.30
Spread %: 15.23%
Delta: 0.09
Theta: -1.13
Omega: 15.07
Rho: 50.24
 

Quote data

Open: 1.95
High: 1.95
Low: 1.95
Previous Close: 2.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.41%
1 Month  
+14.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.50 2.04
1M High / 1M Low: 2.50 1.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -