Goldman Sachs Call 42600 DJI2MN 1.../  DE000GJ6CZE4  /

EUWAX
1/8/2025  2:18:58 PM Chg.+0.12 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
4.06EUR +3.05% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 42,600.00 USD 1/17/2025 Call
 

Master data

WKN: GJ6CZE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,600.00 USD
Maturity: 1/17/2025
Issue date: 10/29/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 95.19
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.11
Parity: -0.69
Time value: 4.32
Break-even: 41,624.45
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.63
Spread abs.: 0.15
Spread %: 3.60%
Delta: 0.49
Theta: -26.62
Omega: 46.77
Rho: 4.87
 

Quote data

Open: 4.37
High: 4.61
Low: 4.06
Previous Close: 3.94
Turnover: 2,074.50
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.44%
1 Month
  -83.30%
3 Months     -
YTD
  -46.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.64 3.94
1M High / 1M Low: 23.37 3.94
6M High / 6M Low: - -
High (YTD): 1/2/2025 6.64
Low (YTD): 1/7/2025 3.94
52W High: - -
52W Low: - -
Avg. price 1W:   5.36
Avg. volume 1W:   175
Avg. price 1M:   12.14
Avg. volume 1M:   41.18
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -