OverviewChartNewsTraderScreen

Goldman Sachs Call 40000 DJI 20.0.../  DE000GP75B79  /

EUWAX
1/23/2025  8:27:14 AM Chg.-0.47 Bid2:09:39 PM Ask2:09:39 PM Underlying Strike price Expiration date Option type
48.20EUR -0.97% 48.74
Bid Size: 10,000		 48.89
Ask Size: 10,000		 DOW JONES INDUSTRIAL... 40,000.00 - 6/20/2025 Call
 

Master data

WKN: GP75B7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 40,000.00 -
Maturity: 6/20/2025
Issue date: 6/28/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 9.05
Leverage: Yes

Calculated values

Fair value: 46.90
Intrinsic value: 41.57
Implied volatility: 0.16
Historic volatility: 0.11
Parity: 41.57
Time value: 7.23
Break-even: 44,880.00
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.50
Spread %: 1.04%
Delta: 0.88
Theta: -5.57
Omega: 7.94
Rho: 137.34
 

Quote data

Open: 48.20
High: 48.20
Low: 48.20
Previous Close: 48.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.51%
1 Month  
+17.10%
3 Months  
+16.62%
YTD  
+18.89%
1 Year  
+140.04%
3 Years     -
5 Years     -
1W High / 1W Low: 48.67 41.37
1M High / 1M Low: 48.67 32.44
6M High / 6M Low: 60.31 19.24
High (YTD): 1/22/2025 48.67
Low (YTD): 1/13/2025 32.44
52W High: 12/5/2024 60.31
52W Low: 5/30/2024 17.49
Avg. price 1W:   44.17
Avg. volume 1W:   0.00
Avg. price 1M:   39.77
Avg. volume 1M:   0.00
Avg. price 6M:   38.69
Avg. volume 6M:   0.00
Avg. price 1Y:   31.12
Avg. volume 1Y:   0.00
Volatility 1M:   87.17%
Volatility 6M:   100.04%
Volatility 1Y:   95.51%
Volatility 3Y:   -