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Goldman Sachs Call 20 NDX1 20.12..../  DE000GZ670D8  /

EUWAX
2024-06-18  5:11:45 PM Chg.- Bid9:12:45 AM Ask9:12:45 AM Underlying Strike price Expiration date Option type
0.270EUR - 0.450
Bid Size: 10,000		 -
Ask Size: -		 NORDEX SE O.N. 20.00 - 2024-12-20 Call
 

Master data

WKN: GZ670D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.51
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.41
Parity: -7.50
Time value: 0.76
Break-even: 20.76
Moneyness: 0.63
Premium: 0.66
Premium p.a.: 1.72
Spread abs.: 0.52
Spread %: 224.89%
Delta: 0.25
Theta: -0.01
Omega: 4.21
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.280
Low: 0.270
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month
  -56.45%
3 Months
  -10.00%
YTD  
+28.57%
1 Year
  -67.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.640 0.250
6M High / 6M Low: 0.860 0.120
High (YTD): 2024-05-14 0.860
Low (YTD): 2024-02-26 0.120
52W High: 2023-07-19 1.180
52W Low: 2024-02-26 0.120
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   0.437
Avg. volume 1Y:   0.000
Volatility 1M:   139.15%
Volatility 6M:   192.96%
Volatility 1Y:   174.86%
Volatility 3Y:   -