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Goldman Sachs Call 39500 DJI2MN 2.../  DE000GG0A9C5  /

EUWAX
2024-06-17  8:04:25 AM Chg.+0.78 Bid9:25:27 AM Ask9:25:27 AM Underlying Strike price Expiration date Option type
5.70EUR +15.85% 5.80
Bid Size: 10,000		 5.90
Ask Size: 10,000		 Dow Jones Industrial... 39,500.00 USD 2024-09-20 Call
 

Master data

WKN: GG0A9C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,500.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-29
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 62.80
Leverage: Yes

Calculated values

Fair value: 4.43
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.09
Parity: -8.51
Time value: 5.74
Break-even: 37,473.33
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.10
Spread %: 1.77%
Delta: 0.41
Theta: -5.40
Omega: 25.88
Rho: 37.97
 

Quote data

Open: 5.70
High: 5.70
Low: 5.70
Previous Close: 4.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.03%
1 Month
  -60.74%
3 Months
  -57.65%
YTD
  -49.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.08 4.92
1M High / 1M Low: 15.34 4.77
6M High / 6M Low: 17.69 4.77
High (YTD): 2024-03-28 17.69
Low (YTD): 2024-05-30 4.77
52W High: - -
52W Low: - -
Avg. price 1W:   6.08
Avg. volume 1W:   0.00
Avg. price 1M:   8.35
Avg. volume 1M:   0.00
Avg. price 6M:   10.96
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.15%
Volatility 6M:   159.38%
Volatility 1Y:   -
Volatility 3Y:   -