Goldman Sachs Call 42200 DJI2MN 17.01.2025
/ DE000GJ5R9Y9
Goldman Sachs Call 42200 DJI2MN 1.../ DE000GJ5R9Y9 /
| 08/01/2025 14:16:00 |
Chg.-1.54 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.56EUR |
-19.01% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
42,200.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GJ5R9Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,200.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
61.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
3.18 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.11 |
| Parity: |
3.18 |
| Time value: |
3.53 |
| Break-even: |
41,476.67 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.15 |
| Spread %: |
2.29% |
| Delta: |
0.62 |
| Theta: |
-27.40 |
| Omega: |
37.95 |
| Rho: |
6.11 |
Quote data
| Open: |
6.96 |
| High: |
6.96 |
| Low: |
6.56 |
| Previous Close: |
8.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.50% |
| 1 Month |
|
|
-76.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
-36.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.46 |
7.06 |
| 1M High / 1M Low: |
26.92 |
7.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
9.46 |
| Low (YTD): |
03/01/2025 |
7.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |