Goldman Sachs Call 15 NDX1 20.06.2025
/ DE000GP74VG8
Goldman Sachs Call 15 NDX1 20.06..../ DE000GP74VG8 /
| 2024-06-03 6:29:51 PM |
Chg.+0.06 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
+2.10% |
2.92
Bid Size: 2,000 |
3.42
Ask Size: 1,000 |
NORDEX SE O.N. |
15.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
GP74VG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.40 |
| Parity: |
-0.58 |
| Time value: |
3.48 |
| Break-even: |
18.48 |
| Moneyness: |
0.96 |
| Premium: |
0.28 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.50 |
| Spread %: |
16.78% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
2.57 |
| Rho: |
0.06 |
Quote data
| Open: |
2.81 |
| High: |
2.92 |
| Low: |
2.81 |
| Previous Close: |
2.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.35% |
| 1 Month |
|
|
+17.74% |
| 3 Months |
|
|
+117.91% |
| YTD |
|
|
+141.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.96 |
2.72 |
| 1M High / 1M Low: |
3.46 |
2.34 |
| 6M High / 6M Low: |
3.46 |
0.70 |
| High (YTD): |
2024-05-14 |
3.46 |
| Low (YTD): |
2024-02-26 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.94% |
| Volatility 6M: |
|
148.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
