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Goldman Sachs Call 800 NOC 20.06..../  DE000GG0N174  /

EUWAX
6/20/2024  10:16:06 AM Chg.0.000 Bid12:03:48 PM Ask12:03:48 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.011
Bid Size: 20,000		 0.021
Ask Size: 20,000		 Northrop Grumman Cor... 800.00 USD 6/20/2025 Call
 

Master data

WKN: GG0N17
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: 6/20/2025
Issue date: 12/6/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 132.08
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.19
Parity: -3.48
Time value: 0.03
Break-even: 747.39
Moneyness: 0.53
Premium: 0.89
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 200.00%
Delta: 0.06
Theta: -0.02
Omega: 7.72
Rho: 0.20
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -33.33%
3 Months
  -37.50%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.008
1M High / 1M Low: 0.016 0.008
6M High / 6M Low: 0.029 0.008
High (YTD): 1/9/2024 0.029
Low (YTD): 6/13/2024 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   352.91%
Volatility 6M:   267.31%
Volatility 1Y:   -
Volatility 3Y:   -