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: |
|
- |
