Goldman Sachs Call 135 NVDA 20.03.../  DE000GG48K65  /

EUWAX
25/07/2024  13:22:53 Chg.-3.67 Bid17:06:19 Ask17:06:19 Underlying Strike price Expiration date Option type
24.60EUR -12.98% 24.72
Bid Size: 20,000
24.77
Ask Size: 20,000
NVIDIA Corporation 135.00 USD 20/03/2026 Call
 

Master data

WKN: GG48K6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NVIDIA Corporation
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 20/03/2026
Issue date: 27/02/2024
Last trading day: 19/03/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.16
Leverage: Yes

Calculated values

Fair value: 18.22
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.42
Parity: -19.15
Time value: 25.35
Break-even: 149.91
Moneyness: 0.85
Premium: 0.42
Premium p.a.: 0.24
Spread abs.: 0.30
Spread %: 1.20%
Delta: 0.58
Theta: -0.03
Omega: 2.42
Rho: 0.59
 

Quote data

Open: 24.60
High: 24.60
Low: 24.60
Previous Close: 28.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.33%
1 Month
  -17.89%
3 Months  
+172.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 29.89 27.55
1M High / 1M Low: 37.59 27.55
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   28.33
Avg. volume 1W:   0.00
Avg. price 1M:   31.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -