Goldman Sachs Call 44500 DJI2MN 2.../  DE000GJ9NNG6  /

EUWAX
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

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Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -