Goldman Sachs Call 42400 DJI2MN 17.01.2025
/ DE000GJ5R9W3
Goldman Sachs Call 42400 DJI2MN 1.../ DE000GJ5R9W3 /
| 1/8/2025 8:16:46 AM |
Chg.-1.01 |
Bid8:21:37 AM |
Ask8:21:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.67EUR |
-15.12% |
5.61
Bid Size: 10,000 |
5.76
Ask Size: 10,000 |
Dow Jones Industrial... |
42,400.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GJ5R9W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,400.00 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: |
65.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.11 |
| Parity: |
1.24 |
| Time value: |
5.07 |
| Break-even: |
41,630.06 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
1.00 |
| Spread %: |
18.83% |
| Delta: |
0.55 |
| Theta: |
-32.14 |
| Omega: |
35.89 |
| Rho: |
5.43 |
Quote data
| Open: |
5.67 |
| High: |
5.67 |
| Low: |
5.67 |
| Previous Close: |
6.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.29% |
| 1 Month |
|
|
-78.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
-36.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.04 |
5.80 |
| 1M High / 1M Low: |
25.14 |
5.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
8.04 |
| Low (YTD): |
1/3/2025 |
5.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |