Goldman Sachs Call 800 NOC 20.06.2025
/ DE000GG0N174
Goldman Sachs Call 800 NOC 20.06..../ DE000GG0N174 /
| 2024-05-23 9:56:18 AM |
Chg.+0.001 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
+7.14% |
0.015
Bid Size: 20,000 |
-
Ask Size: - |
Northrop Grumman Cor... |
800.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
GG0N17 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
292.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-3.01 |
| Time value: |
0.02 |
| Break-even: |
740.52 |
| Moneyness: |
0.59 |
| Premium: |
0.69 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.04 |
| Theta: |
-0.01 |
| Omega: |
10.85 |
| Rho: |
0.16 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.014 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.015 |
0.014 |
| 1M High / 1M Low: |
0.026 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
0.029 |
| Low (YTD): |
2024-02-29 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
