Goldman Sachs Call 42600 DJI2MN 17.01.2025
/ DE000GJ6CZE4
Goldman Sachs Call 42600 DJI2MN 1.../ DE000GJ6CZE4 /
| 07/01/2025 21:20:49 |
Chg.- |
Bid08:24:24 |
Ask08:24:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
- |
4.34
Bid Size: 10,000 |
4.49
Ask Size: 10,000 |
Dow Jones Industrial... |
42,600.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GJ6CZE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,600.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
95.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
-0.69 |
| Time value: |
4.32 |
| Break-even: |
41,624.45 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.15 |
| Spread %: |
3.60% |
| Delta: |
0.49 |
| Theta: |
-26.62 |
| Omega: |
46.77 |
| Rho: |
4.87 |
Quote data
| Open: |
4.83 |
| High: |
5.41 |
| Low: |
3.94 |
| Previous Close: |
6.17 |
| Turnover: |
2,985 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.02% |
| 1 Month |
|
|
-83.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
-48.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.64 |
3.94 |
| 1M High / 1M Low: |
23.37 |
3.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
6.64 |
| Low (YTD): |
07/01/2025 |
3.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.36 |
| Avg. volume 1W: |
|
175 |
| Avg. price 1M: |
|
12.14 |
| Avg. volume 1M: |
|
41.18 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |