Goldman Sachs Call 18 NDX1 20.12.2024
/ DE000GQ2S9J7
Goldman Sachs Call 18 NDX1 20.12..../ DE000GQ2S9J7 /
| 6/4/2024 3:22:23 PM |
Chg.-0.15 |
Bid3:51:37 PM |
Ask3:51:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.87EUR |
-14.71% |
0.92
Bid Size: 5,000 |
1.22
Ask Size: 5,000 |
NORDEX SE O.N. |
18.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
GQ2S9J |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
-3.32 |
| Time value: |
1.51 |
| Break-even: |
19.51 |
| Moneyness: |
0.82 |
| Premium: |
0.33 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.57 |
| Spread %: |
60.64% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
4.04 |
| Rho: |
0.03 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.87 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.00% |
| 1 Month |
|
|
-1.14% |
| 3 Months |
|
|
+107.14% |
| YTD |
|
|
+123.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.91 |
| 1M High / 1M Low: |
1.36 |
0.79 |
| 6M High / 6M Low: |
1.36 |
0.18 |
| High (YTD): |
5/14/2024 |
1.36 |
| Low (YTD): |
2/26/2024 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.87% |
| Volatility 6M: |
|
189.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
