Goldman Sachs Call 525 NOC 20.03.2026
/ DE000GG6Y8V3
Goldman Sachs Call 525 NOC 20.03..../ DE000GG6Y8V3 /
| 2024-05-31 9:17:48 AM |
Chg.+0.05 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
+1.62% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
525.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
GG6Y8V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
525.00 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: |
12.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-6.84 |
| Time value: |
3.36 |
| Break-even: |
517.54 |
| Moneyness: |
0.86 |
| Premium: |
0.25 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
3.07% |
| Delta: |
0.44 |
| Theta: |
-0.05 |
| Omega: |
5.45 |
| Rho: |
2.69 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
3.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.15% |
| 1 Month |
|
|
-40.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.00 |
3.08 |
| 1M High / 1M Low: |
5.21 |
3.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
