Goldman Sachs Call 20 NDX1 20.12.2024
/ DE000GZ670D8
Goldman Sachs Call 20 NDX1 20.12..../ DE000GZ670D8 /
| 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: |
|
- |
