Goldman Sachs Call 18 NDX1 20.12.2024
/ DE000GQ2S9J7
Goldman Sachs Call 18 NDX1 20.12..../ DE000GQ2S9J7 /
| 2024-05-29 12:23:04 PM |
Chg.-0.07 |
Bid12:23:11 PM |
Ask12:23:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.93EUR |
-7.00% |
0.94
Bid Size: 5,000 |
1.14
Ask Size: 5,000 |
NORDEX SE O.N. |
18.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
GQ2S9J |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
-3.44 |
| Time value: |
1.51 |
| Break-even: |
19.51 |
| Moneyness: |
0.81 |
| Premium: |
0.34 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.50 |
| Spread %: |
49.51% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.03 |
Quote data
| Open: |
0.92 |
| High: |
0.93 |
| Low: |
0.92 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.68% |
| 3 Months |
|
|
+173.53% |
| YTD |
|
|
+138.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.89 |
| 1M High / 1M Low: |
1.36 |
0.74 |
| 6M High / 6M Low: |
1.36 |
0.18 |
| High (YTD): |
2024-05-14 |
1.36 |
| Low (YTD): |
2024-02-26 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.67% |
| Volatility 6M: |
|
189.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
