Goldman Sachs Call 14 NDX1 18.10.2024
/ DE000GJ1CDS2
Goldman Sachs Call 14 NDX1 18.10..../ DE000GJ1CDS2 /
8/26/2024 6:14:22 PM |
Chg.-0.030 |
Bid8:40:12 PM |
Ask8:40:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
-4.00% |
0.720 Bid Size: 5,000 |
1.020 Ask Size: 1,000 |
NORDEX SE O.N. |
14.00 EUR |
10/18/2024 |
Call |
Master data
WKN: |
GJ1CDS |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
10/18/2024 |
Issue date: |
7/26/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.42 |
Parity: |
-0.16 |
Time value: |
1.08 |
Break-even: |
15.08 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.39 |
Spread %: |
56.52% |
Delta: |
0.53 |
Theta: |
-0.01 |
Omega: |
6.77 |
Rho: |
0.01 |
Quote data
Open: |
0.740 |
High: |
0.770 |
Low: |
0.720 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.20% |
1 Month |
|
|
-39.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.730 |
1M High / 1M Low: |
1.190 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.843 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
248.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |