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Goldman Sachs Call 13600 NDX.X 16.../  DE000GQ7ZR43  /

EUWAX
2024-08-02  2:29:15 PM Chg.-5.38 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
46.30EUR -10.41% -
Bid Size: -		 -
Ask Size: -		 NASDAQ 100 INDEX 13,600.00 USD 2024-08-16 Call
 

Master data

WKN: GQ7ZR4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 13,600.00 USD
Maturity: 2024-08-16
Issue date: 2023-10-26
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 44.53
Intrinsic value: 44.37
Implied volatility: 0.82
Historic volatility: 0.15
Parity: 44.37
Time value: 0.36
Break-even: 16,937.49
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.20
Spread %: 0.45%
Delta: 0.98
Theta: -6.08
Omega: 3.70
Rho: 4.31
 

Quote data

Open: 46.30
High: 46.30
Low: 46.30
Previous Close: 51.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.92%
1 Month
  -24.27%
3 Months  
+16.74%
YTD  
+31.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 52.72 46.30
1M High / 1M Low: 65.85 46.30
6M High / 6M Low: 65.85 36.14
High (YTD): 2024-07-11 65.85
Low (YTD): 2024-01-05 30.02
52W High: - -
52W Low: - -
Avg. price 1W:   50.09
Avg. volume 1W:   0.00
Avg. price 1M:   57.66
Avg. volume 1M:   0.00
Avg. price 6M:   48.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.99%
Volatility 6M:   58.41%
Volatility 1Y:   -
Volatility 3Y:   -