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Goldman Sachs Call 800 NOC 17.01..../  DE000GQ7F7Y0  /

EUWAX
2024-06-14  10:13:10 AM Chg.+0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.006EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 Northrop Grumman Cor... 800.00 USD 2025-01-17 Call
 

Master data

WKN: GQ7F7Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Call
Strike price: 800.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-16
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 146.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.19
Parity: -3.51
Time value: 0.03
Break-even: 750.03
Moneyness: 0.53
Premium: 0.89
Premium p.a.: 1.94
Spread abs.: 0.02
Spread %: 285.71%
Delta: 0.05
Theta: -0.04
Omega: 7.80
Rho: 0.11
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -25.00%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.005
1M High / 1M Low: 0.009 0.005
6M High / 6M Low: 0.016 0.005
High (YTD): 2024-01-03 0.016
Low (YTD): 2024-06-13 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.008
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   366.00%
Volatility 6M:   332.02%
Volatility 1Y:   -
Volatility 3Y:   -