Goldman Sachs Call 43800 DJI2MN 21.02.2025
/ DE000GJ77S84
Goldman Sachs Call 43800 DJI2MN 2.../ DE000GJ77S84 /
| 1/23/2025 12:26:51 PM |
Chg.-0.10 |
Bid6:07:19 PM |
Ask6:07:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.55EUR |
-1.16% |
10.24
Bid Size: 250 |
10.54
Ask Size: 5,000 |
Dow Jones Industrial... |
43,800.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
GJ77S8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43,800.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
11/21/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
48.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.67 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.11 |
| Parity: |
3.43 |
| Time value: |
5.25 |
| Break-even: |
42,951.42 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.30 |
| Spread %: |
3.58% |
| Delta: |
0.62 |
| Theta: |
-12.31 |
| Omega: |
30.13 |
| Rho: |
20.09 |
Quote data
| Open: |
8.24 |
| High: |
8.55 |
| Low: |
8.24 |
| Previous Close: |
8.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+115.91% |
| 1 Month |
|
|
+23.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
+53.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.65 |
3.96 |
| 1M High / 1M Low: |
8.65 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
8.65 |
| Low (YTD): |
1/13/2025 |
1.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |