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

Frankfurt Zert./GS
30/04/2024  18:37:03 Chg.-0.010 Bid21:59:25 Ask21:59:25 Underlying Strike price Expiration date Option type
0.480EUR -2.04% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 20.00 - 20/12/2024 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: 20/12/2024
Issue date: 29/12/2022
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.79
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.41
Parity: -7.62
Time value: 0.78
Break-even: 20.78
Moneyness: 0.62
Premium: 0.68
Premium p.a.: 1.73
Spread abs.: 0.50
Spread %: 176.06%
Delta: 0.26
Theta: -0.01
Omega: 4.10
Rho: 0.01
 

Quote data

Open: 0.490
High: 0.490
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+84.62%
YTD  
+128.57%
1 Year
  -35.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 0.530 0.140
High (YTD): 12/04/2024 0.530
Low (YTD): 22/01/2024 0.140
52W High: 27/07/2023 1.240
52W Low: 22/01/2024 0.140
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   197.37%
Volatility 1Y:   178.15%
Volatility 3Y:   -