Goldman Sachs Call 600 NOC 21.06..../  DE000GQ52A92  /

EUWAX
20/06/2024  10:21:01 Chg.0.000 Bid20/06/2024 Ask20/06/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.051
Ask Size: 5,000
Northrop Grumman Cor... 600.00 USD 21/06/2024 Call
 

Master data

WKN: GQ52A9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Call
Strike price: 600.00 USD
Maturity: 21/06/2024
Issue date: 20/09/2023
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 77.69
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 4.91
Historic volatility: 0.19
Parity: -1.62
Time value: 0.05
Break-even: 563.39
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.11
Theta: -9.84
Omega: 8.87
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -80.00%
YTD
  -92.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: 0.020 0.001
High (YTD): 03/01/2024 0.020
Low (YTD): 19/06/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   422.58%
Volatility 6M:   613.45%
Volatility 1Y:   -
Volatility 3Y:   -