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Goldman Sachs Call 47000 DJI2MN 2.../  DE000GJ75SH2  /

EUWAX
1/23/2025  12:22:32 PM Chg.-0.010 Bid9:42:26 PM Ask9:42:26 PM Underlying Strike price Expiration date Option type
0.230EUR -4.17% 0.290
Bid Size: 10,000		 0.590
Ask Size: 5,000		 Dow Jones Industrial... 47,000.00 USD 2/21/2025 Call
 

Master data

WKN: GJ75SH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 47,000.00 USD
Maturity: 2/21/2025
Issue date: 11/20/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 791.53
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.11
Parity: -27.32
Time value: 0.54
Break-even: 45,211.60
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.23
Spread abs.: 0.30
Spread %: 127.12%
Delta: 0.07
Theta: -4.26
Omega: 56.51
Rho: 2.36
 

Quote data

Open: 0.220
High: 0.230
Low: 0.220
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month
  -76.53%
3 Months     -
YTD
  -70.51%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.160
1M High / 1M Low: 0.980 0.160
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.460
Low (YTD): 1/17/2025 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -