Goldman Sachs Call 10 NDX1 19.12.2025
/ DE000GG1NDH5
Goldman Sachs Call 10 NDX1 19.12..../ DE000GG1NDH5 /
2024-06-18 10:10:00 AM |
Chg.-0.07 |
Bid10:46:41 AM |
Ask10:46:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.63EUR |
-1.49% |
4.58 Bid Size: 1,000 |
5.08 Ask Size: 1,000 |
NORDEX SE O.N. |
10.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
GG1NDH |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-03 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.99 |
Intrinsic value: |
2.50 |
Implied volatility: |
0.67 |
Historic volatility: |
0.41 |
Parity: |
2.50 |
Time value: |
2.71 |
Break-even: |
15.21 |
Moneyness: |
1.25 |
Premium: |
0.22 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.50 |
Spread %: |
10.62% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
1.85 |
Rho: |
0.07 |
Quote data
Open: |
4.63 |
High: |
4.63 |
Low: |
4.63 |
Previous Close: |
4.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.32% |
1 Month |
|
|
-28.88% |
3 Months |
|
|
+10.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.20 |
4.55 |
1M High / 1M Low: |
6.47 |
4.55 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |