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Goldman Sachs Call 46000 DJI2MN 2.../  DE000GJ7CJR8  /

EUWAX
1/23/2025  8:54:31 AM Chg.-0.030 Bid2:12:41 PM Ask2:12:41 PM Underlying Strike price Expiration date Option type
0.390EUR -7.14% 0.410
Bid Size: 30,000		 0.510
Ask Size: 30,000		 Dow Jones Industrial... 46,000.00 USD 2/21/2025 Call
 

Master data

WKN: GJ7CJR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 46,000.00 USD
Maturity: 2/21/2025
Issue date: 11/25/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 604.36
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.11
Parity: -17.71
Time value: 0.70
Break-even: 44,267.40
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.71
Spread abs.: 0.30
Spread %: 74.63%
Delta: 0.11
Theta: -4.68
Omega: 66.99
Rho: 3.68
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.27%
1 Month
  -42.65%
3 Months     -
YTD
  -4.88%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.180
1M High / 1M Low: 0.680 0.110
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.420
Low (YTD): 1/13/2025 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   405.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -