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Goldman Sachs Call 48000 DJI 20.1.../  DE000GZ6NEH9  /

EUWAX
2024-04-25  1:21:10 PM Chg.+0.080 Bid5:09:13 PM Ask5:09:13 PM Underlying Strike price Expiration date Option type
0.430EUR +22.86% -
Bid Size: -		 -
Ask Size: -		 DOW JONES INDUSTRIAL... 48,000.00 - 2024-12-20 Call
 

Master data

WKN: GZ6NEH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 48,000.00 -
Maturity: 2024-12-20
Issue date: 2023-01-09
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 658.58
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.10
Parity: -95.39
Time value: 0.58
Break-even: 48,058.40
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.41
Spread abs.: 0.15
Spread %: 34.56%
Delta: 0.04
Theta: -0.84
Omega: 24.36
Rho: 8.94
 

Quote data

Open: 0.450
High: 0.450
Low: 0.430
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.42%
1 Month
  -43.42%
3 Months  
+10.26%
YTD
  -24.56%
1 Year
  -51.69%
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.350
1M High / 1M Low: 0.820 0.350
6M High / 6M Low: 0.820 0.110
High (YTD): 2024-03-28 0.820
Low (YTD): 2024-04-24 0.350
52W High: 2023-05-02 0.950
52W Low: 2023-10-31 0.110
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.605
Avg. volume 1M:   0.000
Avg. price 6M:   0.465
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   0.000
Volatility 1M:   236.38%
Volatility 6M:   233.87%
Volatility 1Y:   216.43%
Volatility 3Y:   -