Goldman Sachs Call 15 NDX1 16.08.2024
/ DE000GG8GMM5
Goldman Sachs Call 15 NDX1 16.08..../ DE000GG8GMM5 /
| 23/07/2024 18:12:22 |
Chg.-0.030 |
Bid23/07/2024 |
Ask23/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-14.29% |
0.180
Bid Size: 10,000 |
0.480
Ask Size: 1,000 |
NORDEX SE O.N. |
15.00 EUR |
16/08/2024 |
Call |
Master data
| WKN: |
GG8GMM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
24/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.41 |
| Parity: |
-1.42 |
| Time value: |
0.51 |
| Break-even: |
15.51 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
6.55 |
| Spread abs.: |
0.34 |
| Spread %: |
205.39% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
8.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.170 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.090 |
| 1M High / 1M Low: |
0.260 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
449.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
