Goldman Sachs Call 27000 NDX.X 19.../  DE000GG54321  /

EUWAX
2024-05-06  12:27:31 PM Chg.+0.080 Bid4:15:57 PM Ask4:15:57 PM Underlying Strike price Expiration date Option type
1.030EUR +8.42% 1.010
Bid Size: 5,000
1.160
Ask Size: 5,000
NASDAQ 100 INDEX 27,000.00 USD 2025-12-19 Call
 

Master data

WKN: GG5432
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 27,000.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-13
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 147.17
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -84.67
Time value: 1.13
Break-even: 25,209.79
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 0.29
Spread abs.: 0.15
Spread %: 15.31%
Delta: 0.07
Theta: -0.56
Omega: 10.89
Rho: 18.14
 

Quote data

Open: 1.020
High: 1.030
Low: 1.020
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.47%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.030 0.810
1M High / 1M Low: 1.530 0.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.955
Avg. volume 1W:   0.000
Avg. price 1M:   1.168
Avg. volume 1M:   1,381.579
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -