Goldman Sachs Call 130 NVDA 20.06.../  DE000GG48K24  /

EUWAX
2024-06-21  3:57:32 PM Chg.-8.67 Bid6:58:05 PM Ask6:58:05 PM Underlying Strike price Expiration date Option type
26.07EUR -24.96% 27.01
Bid Size: 10,000
27.08
Ask Size: 10,000
NVIDIA Corporation 130.00 USD 2025-06-20 Call
 

Master data

WKN: GG48K2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NVIDIA Corporation
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2025-06-20
Issue date: 2024-02-27
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.20
Leverage: Yes

Calculated values

Fair value: 21.76
Intrinsic value: 0.73
Implied volatility: 0.56
Historic volatility: 0.40
Parity: 0.73
Time value: 28.37
Break-even: 150.53
Moneyness: 1.01
Premium: 0.23
Premium p.a.: 0.23
Spread abs.: 0.10
Spread %: 0.34%
Delta: 0.64
Theta: -0.04
Omega: 2.68
Rho: 0.49
 

Quote data

Open: 27.78
High: 27.78
Low: 26.07
Previous Close: 34.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.39%
1 Month  
+162.54%
3 Months  
+147.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 34.74 28.15
1M High / 1M Low: 34.74 9.70
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   30.29
Avg. volume 1W:   0.00
Avg. price 1M:   19.79
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -