Goldman Sachs Call 20 NDX1 21.03..../  DE000GG5HTN2  /

EUWAX
2024-10-31  6:15:24 PM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.330EUR +3.13% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 20.00 EUR 2025-03-21 Call
 

Master data

WKN: GG5HTN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 2025-03-21
Issue date: 2024-03-21
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.76
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.40
Parity: -6.85
Time value: 0.89
Break-even: 20.89
Moneyness: 0.66
Premium: 0.59
Premium p.a.: 2.31
Spread abs.: 0.50
Spread %: 127.88%
Delta: 0.28
Theta: -0.01
Omega: 4.14
Rho: 0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month
  -25.00%
3 Months
  -45.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.320
1M High / 1M Low: 0.440 0.320
6M High / 6M Low: 1.290 0.290
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.593
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.15%
Volatility 6M:   156.75%
Volatility 1Y:   -
Volatility 3Y:   -