Goldman Sachs Call 15 NDX1 15.11.2024
/ DE000GJ2N300
Goldman Sachs Call 15 NDX1 15.11..../ DE000GJ2N300 /
| 2024-11-04 2:29:16 PM |
Chg.+0.050 |
Bid2024-11-04 |
Ask2024-11-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+23.81% |
0.260
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
NORDEX SE O.N. |
15.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
GJ2N30 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-08-22 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.40 |
| Parity: |
-1.75 |
| Time value: |
0.70 |
| Break-even: |
15.70 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.52 |
| Spread %: |
292.74% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
6.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.200 |
| 1M High / 1M Low: |
0.440 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
