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Goldman Sachs Call 39000 DJI 21.0.../  DE000GZ4Q6H8  /

EUWAX
2024-05-24  4:08:47 PM Chg.-3.18 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
4.55EUR -41.14% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 39,000.00 - 2024-06-21 Call
 

Master data

WKN: GZ4Q6H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 39,000.00 -
Maturity: 2024-06-21
Issue date: 2022-12-06
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 89.40
Leverage: Yes

Calculated values

Fair value: 5.05
Intrinsic value: 0.70
Implied volatility: 0.08
Historic volatility: 0.10
Parity: 0.70
Time value: 3.67
Break-even: 39,437.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 1.63%
Delta: 0.59
Theta: -8.51
Omega: 52.50
Rho: 16.66
 

Quote data

Open: 4.77
High: 4.77
Low: 4.55
Previous Close: 7.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.46%
1 Month  
+42.63%
3 Months
  -39.25%
YTD
  -10.43%
1 Year  
+147.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.36 4.55
1M High / 1M Low: 9.36 2.73
6M High / 6M Low: 9.36 1.28
High (YTD): 2024-05-20 9.36
Low (YTD): 2024-04-19 2.59
52W High: 2024-05-20 9.36
52W Low: 2023-10-27 0.29
Avg. price 1W:   7.69
Avg. volume 1W:   0.00
Avg. price 1M:   6.02
Avg. volume 1M:   0.00
Avg. price 6M:   5.30
Avg. volume 6M:   0.00
Avg. price 1Y:   3.48
Avg. volume 1Y:   0.00
Volatility 1M:   295.07%
Volatility 6M:   199.60%
Volatility 1Y:   196.88%
Volatility 3Y:   -