Goldman Sachs Call 45600 DJI2MN 2.../  DE000GJ9U078  /

EUWAX
23/01/2025  14:15:40 Chg.-0.07 Bid18:14:31 Ask18:14:31 Underlying Strike price Expiration date Option type
1.04EUR -6.31% 1.52
Bid Size: 5,000
1.82
Ask Size: 5,000
Dow Jones Industrial... 45,600.00 USD 21/02/2025 Call
 

Master data

WKN: GJ9U07
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 45,600.00 USD
Maturity: 21/02/2025
Issue date: 22/01/2025
Last trading day: 20/02/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 311.96
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.11
Parity: -13.87
Time value: 1.36
Break-even: 43,948.87
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.56
Spread abs.: 0.30
Spread %: 28.30%
Delta: 0.18
Theta: -6.91
Omega: 57.14
Rho: 6.07
 

Quote data

Open: 1.01
High: 1.04
Low: 1.01
Previous Close: 1.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
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3 Years     -
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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:   -