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Goldman Sachs Call 44000 DJI 20.0.../  DE000GP79QK9  /

EUWAX
23/01/2025  14:21:40 Chg.+0.03 Bid18:27:33 Ask18:27:33 Underlying Strike price Expiration date Option type
17.56EUR +0.17% 19.33
Bid Size: 20,000		 19.43
Ask Size: 20,000		 DOW JONES INDUSTRIAL... 44,000.00 - 20/06/2025 Call
 

Master data

WKN: GP79QK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 44,000.00 -
Maturity: 20/06/2025
Issue date: 30/06/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 25.10
Leverage: Yes

Calculated values

Fair value: 16.22
Intrinsic value: 1.57
Implied volatility: 0.13
Historic volatility: 0.11
Parity: 1.57
Time value: 16.02
Break-even: 45,759.00
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.20
Spread %: 1.15%
Delta: 0.59
Theta: -6.53
Omega: 14.78
Rho: 98.24
 

Quote data

Open: 17.25
High: 17.56
Low: 17.25
Previous Close: 17.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.04%
1 Month  
+15.15%
3 Months  
+17.62%
YTD  
+22.88%
1 Year  
+203.28%
3 Years     -
5 Years     -
1W High / 1W Low: 17.53 12.64
1M High / 1M Low: 17.53 8.43
6M High / 6M Low: 29.00 5.42
High (YTD): 22/01/2025 17.53
Low (YTD): 13/01/2025 8.43
52W High: 05/12/2024 29.00
52W Low: 31/05/2024 4.45
Avg. price 1W:   14.40
Avg. volume 1W:   0.00
Avg. price 1M:   12.75
Avg. volume 1M:   0.00
Avg. price 6M:   14.21
Avg. volume 6M:   0.00
Avg. price 1Y:   10.86
Avg. volume 1Y:   0.00
Volatility 1M:   169.94%
Volatility 6M:   173.81%
Volatility 1Y:   162.50%
Volatility 3Y:   -