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Goldman Sachs Call 39000 DJI2MN 2.../  DE000GQ2N7S7  /

EUWAX
24/06/2024  16:13:41 Chg.+0.85 Bid21:59:57 Ask21:59:57 Underlying Strike price Expiration date Option type
9.98EUR +9.31% 9.69
Bid Size: 30,000		 9.76
Ask Size: 30,000		 Dow Jones Industrial... 39,000.00 USD 20/09/2024 Call
 

Master data

WKN: GQ2N7S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,000.00 USD
Maturity: 20/09/2024
Issue date: 22/08/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 41.63
Leverage: Yes

Calculated values

Fair value: 8.89
Intrinsic value: 1.41
Implied volatility: 0.09
Historic volatility: 0.09
Parity: 1.41
Time value: 7.39
Break-even: 37,370.20
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 0.80%
Delta: 0.62
Theta: -5.57
Omega: 25.91
Rho: 52.86
 

Quote data

Open: 8.59
High: 9.98
Low: 8.59
Previous Close: 9.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.19%
1 Month  
+12.77%
3 Months
  -2.44%
YTD  
+28.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.98 6.97
1M High / 1M Low: 9.98 4.98
6M High / 6M Low: 11.81 4.98
High (YTD): 20/05/2024 11.81
Low (YTD): 30/05/2024 4.98
52W High: - -
52W Low: - -
Avg. price 1W:   8.20
Avg. volume 1W:   0.00
Avg. price 1M:   7.16
Avg. volume 1M:   0.00
Avg. price 6M:   8.50
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.55%
Volatility 6M:   128.98%
Volatility 1Y:   -
Volatility 3Y:   -