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Goldman Sachs Call 37000 DJI 20.1.../  DE000GZ98NA6  /

EUWAX
2024-06-20  12:23:48 PM Chg.+0.76 Bid2:54:08 PM Ask2:54:08 PM Underlying Strike price Expiration date Option type
29.13EUR +2.68% 28.75
Bid Size: 20,000		 28.82
Ask Size: 20,000		 DOW JONES INDUSTRIAL... 37,000.00 - 2024-12-20 Call
 

Master data

WKN: GZ98NA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 37,000.00 -
Maturity: 2024-12-20
Issue date: 2023-02-28
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 13.66
Leverage: Yes

Calculated values

Fair value: 27.13
Intrinsic value: 18.35
Implied volatility: 0.11
Historic volatility: 0.10
Parity: 18.35
Time value: 10.09
Break-even: 39,844.00
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 0.25%
Delta: 0.81
Theta: -5.15
Omega: 11.02
Rho: 142.86
 

Quote data

Open: 28.78
High: 29.13
Low: 28.78
Previous Close: 28.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.25%
1 Month
  -24.26%
3 Months
  -16.56%
YTD  
+1.46%
1 Year  
+82.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 28.37 25.42
1M High / 1M Low: 38.46 24.32
6M High / 6M Low: 39.55 24.32
High (YTD): 2024-03-28 39.55
Low (YTD): 2024-05-30 24.32
52W High: 2024-03-28 39.55
52W Low: 2023-10-27 7.05
Avg. price 1W:   27.09
Avg. volume 1W:   0.00
Avg. price 1M:   29.59
Avg. volume 1M:   0.00
Avg. price 6M:   30.95
Avg. volume 6M:   0.00
Avg. price 1Y:   23.44
Avg. volume 1Y:   0.00
Volatility 1M:   100.75%
Volatility 6M:   69.06%
Volatility 1Y:   85.98%
Volatility 3Y:   -