Goldman Sachs Call 46000 DJI2MN 2.../  DE000GJ75SD1  /

EUWAX
1/22/2025  12:28:13 PM Chg.+0.070 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.640EUR +12.28% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 46,000.00 USD 2/21/2025 Call
 

Master data

WKN: GJ75SD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 46,000.00 USD
Maturity: 2/21/2025
Issue date: 11/20/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 488.56
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.11
Parity: -18.97
Time value: 0.87
Break-even: 44,292.72
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.75
Spread abs.: 0.30
Spread %: 53.00%
Delta: 0.12
Theta: -5.33
Omega: 58.95
Rho: 4.12
 

Quote data

Open: 0.590
High: 0.640
Low: 0.590
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.78%
1 Month
  -59.75%
3 Months     -
YTD
  -50.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.360
1M High / 1M Low: 1.590 0.280
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.740
Low (YTD): 1/13/2025 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -