Goldman Sachs Call 18 NDX1 20.12.2024
/ DE000GQ2S9J7
Goldman Sachs Call 18 NDX1 20.12..../ DE000GQ2S9J7 /
| 2024-05-22 9:31:00 AM |
Chg.-0.010 |
Bid11:14:15 AM |
Ask11:14:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-1.06% |
0.900
Bid Size: 5,000 |
1.100
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: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.40 |
| Parity: |
-3.77 |
| Time value: |
1.46 |
| Break-even: |
19.46 |
| Moneyness: |
0.79 |
| Premium: |
0.37 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.50 |
| Spread %: |
52.08% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.08% |
| 1 Month |
|
|
+45.31% |
| 3 Months |
|
|
+342.86% |
| YTD |
|
|
+138.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.940 |
| 1M High / 1M Low: |
1.360 |
0.590 |
| 6M High / 6M Low: |
1.360 |
0.180 |
| High (YTD): |
2024-05-14 |
1.360 |
| Low (YTD): |
2024-02-26 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.475 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.28% |
| Volatility 6M: |
|
189.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
