Goldman Sachs Call 36000 DJI 20.0.../  DE000GP75A13  /

EUWAX
23/01/2025  08:27:11 Chg.-0.35 Bid14:10:16 Ask14:10:16 Underlying Strike price Expiration date Option type
84.10EUR -0.41% 84.60
Bid Size: 10,000
84.75
Ask Size: 10,000
DOW JONES INDUSTRIAL... 36,000.00 - 20/06/2025 Call
 

Master data

WKN: GP75A1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 36,000.00 -
Maturity: 20/06/2025
Issue date: 28/06/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 5.24
Leverage: Yes

Calculated values

Fair value: 85.61
Intrinsic value: 81.57
Implied volatility: -
Historic volatility: 0.11
Parity: 81.57
Time value: 2.73
Break-even: 44,430.00
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.15
Spread %: 0.18%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 84.10
High: 84.10
Low: 84.10
Previous Close: 84.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.36%
1 Month  
+11.63%
3 Months  
+14.44%
YTD  
+12.90%
1 Year  
+93.60%
3 Years     -
5 Years     -
1W High / 1W Low: 84.45 76.90
1M High / 1M Low: 84.45 66.07
6M High / 6M Low: 95.04 43.31
High (YTD): 22/01/2025 84.45
Low (YTD): 13/01/2025 66.07
52W High: 05/12/2024 95.04
52W Low: 30/05/2024 41.50
Avg. price 1W:   79.83
Avg. volume 1W:   0.00
Avg. price 1M:   74.69
Avg. volume 1M:   0.00
Avg. price 6M:   70.01
Avg. volume 6M:   0.00
Avg. price 1Y:   59.47
Avg. volume 1Y:   0.00
Volatility 1M:   54.76%
Volatility 6M:   65.59%
Volatility 1Y:   61.83%
Volatility 3Y:   -