Goldman Sachs Call 42200 DJI2MN 17.01.2025
/ DE000GJ5R9Y9
Goldman Sachs Call 42200 DJI2MN 1.../ DE000GJ5R9Y9 /
| 1/7/2025 2:12:41 PM |
Chg.- |
Bid8:15:13 AM |
Ask8:15:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.10EUR |
- |
6.95
Bid Size: 10,000 |
7.10
Ask Size: 10,000 |
Dow Jones Industrial... |
42,200.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GJ5R9Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,200.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/22/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
52.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.20 |
| Intrinsic value: |
4.88 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
4.88 |
| Time value: |
2.89 |
| Break-even: |
41,419.58 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.15 |
| Spread %: |
1.97% |
| Delta: |
0.67 |
| Theta: |
-23.54 |
| Omega: |
35.71 |
| Rho: |
7.39 |
Quote data
| Open: |
7.48 |
| High: |
8.10 |
| Low: |
7.48 |
| Previous Close: |
8.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.59% |
| 1 Month |
|
|
-70.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
-21.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.46 |
7.06 |
| 1M High / 1M Low: |
26.92 |
7.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
9.46 |
| Low (YTD): |
1/3/2025 |
7.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |