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Goldman Sachs Call 42500 DJI2MN 2.../  DE000GG0MP71  /

EUWAX
6/21/2024  5:26:10 PM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.790EUR -1.25% -
Bid Size: -		 -
Ask Size: -		 Dow Jones Industrial... 42,500.00 USD 9/20/2024 Call
 

Master data

WKN: GG0MP7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,500.00 USD
Maturity: 9/20/2024
Issue date: 12/6/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 385.43
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.09
Parity: -31.33
Time value: 0.95
Break-even: 39,843.60
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.41
Spread abs.: 0.15
Spread %: 18.75%
Delta: 0.10
Theta: -2.35
Omega: 38.61
Rho: 8.81
 

Quote data

Open: 0.960
High: 0.960
Low: 0.790
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.33%
1 Month
  -44.76%
3 Months
  -80.78%
YTD
  -70.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.710
1M High / 1M Low: 1.430 0.610
6M High / 6M Low: 4.480 0.610
High (YTD): 3/28/2024 4.480
Low (YTD): 5/30/2024 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.852
Avg. volume 1M:   0.000
Avg. price 6M:   2.071
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.58%
Volatility 6M:   219.42%
Volatility 1Y:   -
Volatility 3Y:   -