Goldman Sachs Call 27000 NDX.X 19.12.2025
/ DE000GG54321
Goldman Sachs Call 27000 NDX.X 19.../ DE000GG54321 /
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: |
|
- |