Goldman Sachs Call 600 NOC 20.03.2026
/ DE000GG6YA60
Goldman Sachs Call 600 NOC 20.03..../ DE000GG6YA60 /
| 07/06/2024 11:43:28 |
Chg.+0.03 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+2.46% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
600.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG6YA6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
23/04/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-14.81 |
| Time value: |
1.29 |
| Break-even: |
568.38 |
| Moneyness: |
0.73 |
| Premium: |
0.40 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
8.40% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
7.14 |
| Rho: |
1.41 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.97% |
| 1 Month |
|
|
-39.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.22 |
| 1M High / 1M Low: |
2.23 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
