Goldman Sachs Call 18 NDX1 20.12.2024
/ DE000GQ2S9J7
Goldman Sachs Call 18 NDX1 20.12..../ DE000GQ2S9J7 /
| 03/06/2024 15:24:21 |
Chg.+0.040 |
Bid17:35:36 |
Ask17:35:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+4.04% |
1.030
Bid Size: 3,000 |
1.530
Ask Size: 1,000 |
NORDEX SE O.N. |
18.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.40 |
| Parity: |
-3.58 |
| Time value: |
1.55 |
| Break-even: |
19.55 |
| Moneyness: |
0.80 |
| Premium: |
0.36 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.50 |
| Spread %: |
47.62% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
3.86 |
| Rho: |
0.02 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.04% |
| 1 Month |
|
|
+17.05% |
| 3 Months |
|
|
+164.10% |
| YTD |
|
|
+164.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.910 |
| 1M High / 1M Low: |
1.360 |
0.790 |
| 6M High / 6M Low: |
1.360 |
0.180 |
| High (YTD): |
14/05/2024 |
1.360 |
| Low (YTD): |
26/02/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.70% |
| Volatility 6M: |
|
189.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
