Goldman Sachs Call 26000 NDX.X 20.06.2025
/ DE000GG5RVM9
Goldman Sachs Call 26000 NDX.X 20.../ DE000GG5RVM9 /
| 2024-05-28 11:02:29 AM |
Chg.+0.040 |
Bid1:47:05 PM |
Ask1:47:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+5.88% |
0.700
Bid Size: 10,000 |
0.770
Ask Size: 10,000 |
NASDAQ 100 INDEX |
26,000.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
GG5RVM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26,000.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
201.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
-66.21 |
| Time value: |
0.86 |
| Break-even: |
24,024.09 |
| Moneyness: |
0.72 |
| Premium: |
0.39 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.15 |
| Spread %: |
21.13% |
| Delta: |
0.07 |
| Theta: |
-0.63 |
| Omega: |
13.60 |
| Rho: |
11.53 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.680 |
| 1M High / 1M Low: |
0.770 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
