Goldman Sachs Call 135 NVDA 20.03.../  DE000GG48K65  /

EUWAX
2024-06-21  3:57:32 PM Chg.-8.98 Bid7:49:32 PM Ask7:49:32 PM Underlying Strike price Expiration date Option type
33.40EUR -21.19% 33.77
Bid Size: 10,000
33.80
Ask Size: 10,000
NVIDIA Corporation 135.00 USD 2026-03-20 Call
 

Master data

WKN: GG48K6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NVIDIA Corporation
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2026-03-20
Issue date: 2024-02-27
Last trading day: 2026-03-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 27.25
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.40
Parity: -3.94
Time value: 36.55
Break-even: 162.65
Moneyness: 0.97
Premium: 0.33
Premium p.a.: 0.18
Spread abs.: 0.10
Spread %: 0.27%
Delta: 0.66
Theta: -0.03
Omega: 2.20
Rho: 0.77
 

Quote data

Open: 35.12
High: 35.12
Low: 33.40
Previous Close: 42.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.52%
1 Month  
+121.93%
3 Months  
+131.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 42.38 35.35
1M High / 1M Low: 42.38 14.79
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   37.61
Avg. volume 1W:   0.00
Avg. price 1M:   26.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -