Goldman Sachs Call 44200 DJI2MN 2.../  DE000GJ7MLR3  /

EUWAX
1/23/2025  2:24:23 PM Chg.-0.06 Bid6:16:59 PM Ask6:16:59 PM Underlying Strike price Expiration date Option type
6.07EUR -0.98% 7.49
Bid Size: 5,000
7.79
Ask Size: 5,000
Dow Jones Industrial... 44,200.00 USD 2/21/2025 Call
 

Master data

WKN: GJ7MLR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 44,200.00 USD
Maturity: 2/21/2025
Issue date: 11/29/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 67.88
Leverage: Yes

Calculated values

Fair value: 5.50
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.11
Parity: -0.42
Time value: 6.25
Break-even: 43,092.74
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.30
Spread %: 5.04%
Delta: 0.52
Theta: -11.95
Omega: 35.36
Rho: 17.06
 

Quote data

Open: 5.80
High: 6.07
Low: 5.80
Previous Close: 6.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+89.69%
1 Month  
+17.86%
3 Months     -
YTD  
+50.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.13 2.97
1M High / 1M Low: 6.13 1.10
6M High / 6M Low: - -
High (YTD): 1/22/2025 6.13
Low (YTD): 1/13/2025 1.10
52W High: - -
52W Low: - -
Avg. price 1W:   4.03
Avg. volume 1W:   0.00
Avg. price 1M:   3.16
Avg. volume 1M:   111.11
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   418.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -