Goldman Sachs Call 24800 DAX 18.1.../  DE000GJ927R2  /

EUWAX
1/9/2025  3:46:21 PM Chg.-0.04 Bid4:41:26 PM Ask4:41:26 PM Underlying Strike price Expiration date Option type
5.63EUR -0.71% 5.60
Bid Size: 10,000
5.65
Ask Size: 10,000
DAX 24,800.00 EUR 12/18/2026 Call
 

Master data

WKN: GJ927R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 24,800.00 EUR
Maturity: 12/18/2026
Issue date: 1/7/2025
Last trading day: 12/17/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 35.48
Leverage: Yes

Calculated values

Fair value: 3.81
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.12
Parity: -44.70
Time value: 5.73
Break-even: 25,373.00
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 0.88%
Delta: 0.26
Theta: -1.28
Omega: 9.30
Rho: 92.16
 

Quote data

Open: 5.62
High: 5.63
Low: 5.53
Previous Close: 5.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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1 Month     -
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6M High / 6M Low: - -
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Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -