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

EUWAX
21/06/2024  17:24:59 Chg.+2.35 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
28.22EUR +9.08% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 37,500.00 USD 20/12/2024 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: 20/12/2024
Issue date: 04/12/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 12.85
Leverage: Yes

Calculated values

Fair value: 23.59
Intrinsic value: 15.43
Implied volatility: 0.15
Historic volatility: 0.09
Parity: 15.43
Time value: 13.07
Break-even: 37,922.30
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.20
Spread %: 0.71%
Delta: 0.73
Theta: -5.96
Omega: 9.40
Rho: 118.69
 

Quote data

Open: 28.22
High: 28.22
Low: 28.15
Previous Close: 25.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.34%
1 Month
  -6.56%
3 Months
  -23.91%
YTD  
+6.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 28.22 24.38
1M High / 1M Low: 30.20 21.81
6M High / 6M Low: 37.09 21.81
High (YTD): 22/03/2024 37.09
Low (YTD): 30/05/2024 21.81
52W High: - -
52W Low: - -
Avg. price 1W:   25.76
Avg. volume 1W:   0.00
Avg. price 1M:   25.50
Avg. volume 1M:   0.00
Avg. price 6M:   28.33
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.00%
Volatility 6M:   79.87%
Volatility 1Y:   -
Volatility 3Y:   -