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

EUWAX
9/20/2024  10:29:14 AM Chg.-0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 Northrop Grumman Cor... 800.00 USD 1/17/2025 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: 1/17/2025
Issue date: 10/16/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 196.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.19
Parity: -2.46
Time value: 0.02
Break-even: 719.04
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 2.72
Spread abs.: 0.02
Spread %: 500.00%
Delta: 0.05
Theta: -0.06
Omega: 10.77
Rho: 0.08
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -33.33%
YTD
  -55.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.004
1M High / 1M Low: 0.006 0.003
6M High / 6M Low: 0.012 0.003
High (YTD): 1/3/2024 0.016
Low (YTD): 8/28/2024 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   372.83%
Volatility 6M:   330.22%
Volatility 1Y:   -
Volatility 3Y:   -