Goldman Sachs Call 43000 DJI2MN 17.01.2025
/ DE000GJ5RAN8
Goldman Sachs Call 43000 DJI2MN 1.../ DE000GJ5RAN8 /
1/8/2025 2:16:02 PM |
Chg.-0.85 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
-27.33% |
- Bid Size: - |
- Ask Size: - |
Dow Jones Industrial... |
43,000.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
GJ5RAN |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
43,000.00 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: |
166.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.11 |
Parity: |
-4.56 |
Time value: |
2.47 |
Break-even: |
41,826.24 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.15 |
Spread %: |
6.47% |
Delta: |
0.35 |
Theta: |
-23.01 |
Omega: |
58.22 |
Rho: |
3.49 |
Quote data
Open: |
2.53 |
High: |
2.53 |
Low: |
2.26 |
Previous Close: |
3.11 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.45% |
1 Month |
|
|
-89.16% |
3 Months |
|
|
- |
YTD |
|
|
-46.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.32 |
2.77 |
1M High / 1M Low: |
19.94 |
2.77 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/2/2025 |
4.32 |
Low (YTD): |
1/3/2025 |
2.77 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.49 |
Avg. volume 1W: |
|
625 |
Avg. price 1M: |
|
9.47 |
Avg. volume 1M: |
|
176.47 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
306.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |