Goldman Sachs Call 44500 DJI2MN 21.03.2025
/ DE000GJ9NNG6
Goldman Sachs Call 44500 DJI2MN 2.../ DE000GJ9NNG6 /
1/23/2025 8:44:29 AM |
Chg.-0.05 |
Bid2:09:15 PM |
Ask2:09:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.30EUR |
-2.13% |
2.38 Bid Size: 30,000 |
2.48 Ask Size: 30,000 |
Dow Jones Industrial... |
44,500.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
GJ9NNG |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44,500.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
1/20/2025 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
175.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.05 |
Historic volatility: |
0.11 |
Parity: |
-3.30 |
Time value: |
2.42 |
Break-even: |
42,997.98 |
Moneyness: |
0.99 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
4.31% |
Delta: |
0.43 |
Theta: |
-4.03 |
Omega: |
75.23 |
Rho: |
28.07 |
Quote data
Open: |
2.30 |
High: |
2.30 |
Low: |
2.30 |
Previous Close: |
2.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
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|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |