Goldman Sachs Call 43000 DJI2MN 1.../  DE000GJ5RAN8  /

EUWAX
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:   -