Goldman Sachs Call 20 NDX1 21.03.2025
/ DE000GG5HTN2
Goldman Sachs Call 20 NDX1 21.03..../ DE000GG5HTN2 /
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: |
|
- |