Goldman Sachs Call 475 NOC 16.01.2026
/ DE000GG6YA78
Goldman Sachs Call 475 NOC 16.01..../ DE000GG6YA78 /
| 2024-05-31 9:17:58 AM |
Chg.+0.04 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.66EUR |
+0.87% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
475.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG6YA7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
475.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-2.23 |
| Time value: |
4.90 |
| Break-even: |
486.85 |
| Moneyness: |
0.95 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
2.08% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
4.82 |
| Rho: |
3.05 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.66 |
| Previous Close: |
4.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.67% |
| 1 Month |
|
|
-36.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.78 |
4.62 |
| 1M High / 1M Low: |
7.25 |
4.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
