Goldman Sachs Call 400 NOC 20.03.2026
/ DE000GG6YA29
Goldman Sachs Call 400 NOC 20.03..../ DE000GG6YA29 /
| 2024-05-31 9:17:56 AM |
Chg.+0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.67EUR |
+0.70% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
400.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
GG6YA2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2026-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.39 |
| Intrinsic value: |
4.68 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
4.68 |
| Time value: |
4.31 |
| Break-even: |
458.61 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
1.12% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
3.59 |
| Rho: |
4.20 |
Quote data
| Open: |
8.67 |
| High: |
8.67 |
| Low: |
8.67 |
| Previous Close: |
8.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.65% |
| 1 Month |
|
|
-27.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.18 |
8.61 |
| 1M High / 1M Low: |
11.87 |
8.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
