Goldman Sachs Call 135 NVDA 18.09.../  DE000GG48KH2  /

EUWAX
2024-06-21  3:57:32 PM Chg.-8.55 Bid5:17:26 PM Ask5:17:26 PM Underlying Strike price Expiration date Option type
38.21EUR -18.28% 39.66
Bid Size: 10,000
39.76
Ask Size: 10,000
NVIDIA Corporation 135.00 USD 2026-09-18 Call
 

Master data

WKN: GG48KH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NVIDIA Corporation
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2026-09-18
Issue date: 2024-02-27
Last trading day: 2026-09-17
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 31.40
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.40
Parity: -3.94
Time value: 41.53
Break-even: 167.63
Moneyness: 0.97
Premium: 0.37
Premium p.a.: 0.15
Spread abs.: 0.15
Spread %: 0.36%
Delta: 0.68
Theta: -0.03
Omega: 2.01
Rho: 0.94
 

Quote data

Open: 39.92
High: 39.92
Low: 38.21
Previous Close: 46.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.23%
1 Month  
+106.99%
3 Months  
+119.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 46.76 40.32
1M High / 1M Low: 46.76 18.20
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   42.38
Avg. volume 1W:   0.00
Avg. price 1M:   30.33
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -