Goldman Sachs Call 1000 Novo-Nord.../  DE000GQ9GHC2  /

EUWAX
2024-07-10  10:14:08 AM Chg.-0.100 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.980EUR -9.26% -
Bid Size: -
-
Ask Size: -
- 1,000.00 DKK 2024-12-20 Call
 

Master data

WKN: GQ9GHC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 2024-12-20
Issue date: 2024-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.43
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.33
Parity: -0.47
Time value: 1.04
Break-even: 144.45
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 2.97%
Delta: 0.51
Theta: -0.04
Omega: 6.34
Rho: 0.25
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 1.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -24.03%
3 Months  
+19.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.980
1M High / 1M Low: 1.380 0.980
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   1.190
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -