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

EUWAX
9/24/2024  5:17:53 PM Chg.+0.91 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
47.11EUR +1.97% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 37,500.00 USD 12/20/2024 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: 12/20/2024
Issue date: 12/4/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 8.16
Leverage: Yes

Calculated values

Fair value: 44.34
Intrinsic value: 41.62
Implied volatility: 0.21
Historic volatility: 0.09
Parity: 41.62
Time value: 4.84
Break-even: 38,396.34
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.15
Spread %: 0.32%
Delta: 0.89
Theta: -6.90
Omega: 7.29
Rho: 69.61
 

Quote data

Open: 46.22
High: 47.11
Low: 46.22
Previous Close: 46.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.61%
1 Month  
+25.59%
3 Months  
+51.14%
YTD  
+78.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 46.20 43.02
1M High / 1M Low: 46.20 35.64
6M High / 6M Low: 46.20 21.81
High (YTD): 9/23/2024 46.20
Low (YTD): 5/30/2024 21.81
52W High: - -
52W Low: - -
Avg. price 1W:   44.95
Avg. volume 1W:   0.00
Avg. price 1M:   40.41
Avg. volume 1M:   0.00
Avg. price 6M:   31.52
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.01%
Volatility 6M:   100.17%
Volatility 1Y:   -
Volatility 3Y:   -