Goldman Sachs Call 13 NDX1 21.06.2024
/ DE000GG79F23
Goldman Sachs Call 13 NDX1 21.06..../ DE000GG79F23 /
| 2024-06-06 12:29:04 PM |
Chg.-0.02 |
Bid1:48:22 PM |
Ask1:48:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-1.28% |
1.51
Bid Size: 5,000 |
1.81
Ask Size: 5,000 |
NORDEX SE O.N. |
13.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GG79F2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.40 |
| Parity: |
1.42 |
| Time value: |
0.65 |
| Break-even: |
15.07 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
0.50 |
| Spread %: |
31.85% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
5.02 |
| Rho: |
0.00 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.54 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.97% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.56 |
| 1M High / 1M Low: |
2.44 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
