Goldman Sachs Call 135 NVDA 18.09.../  DE000GG48KH2  /

EUWAX
7/4/2024  9:24:10 AM Chg.+3.71 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
37.56EUR +10.96% -
Bid Size: -
-
Ask Size: -
NVIDIA Corporation 135.00 USD 9/18/2026 Call
 

Master data

WKN: GG48KH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NVIDIA Corporation
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 9/18/2026
Issue date: 2/27/2024
Last trading day: 9/17/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 29.83
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.41
Parity: -6.23
Time value: 37.63
Break-even: 162.73
Moneyness: 0.95
Premium: 0.37
Premium p.a.: 0.15
Spread abs.: 0.15
Spread %: 0.40%
Delta: 0.67
Theta: -0.03
Omega: 2.11
Rho: 0.92
 

Quote data

Open: 37.56
High: 37.56
Low: 37.56
Previous Close: 33.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.87%
1 Month  
+31.28%
3 Months  
+128.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 36.87 33.85
1M High / 1M Low: 46.76 28.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   35.51
Avg. volume 1W:   0.00
Avg. price 1M:   36.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -