Goldman Sachs Call 15 NDX1 18.10.2024
/ DE000GJ1A5V6
Goldman Sachs Call 15 NDX1 18.10..../ DE000GJ1A5V6 /
2024-08-26 5:09:10 PM |
Chg.-0.020 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-4.88% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
15.00 EUR |
2024-10-18 |
Call |
Master data
WKN: |
GJ1A5V |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
2024-10-18 |
Issue date: |
2024-07-25 |
Last trading day: |
2024-10-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.42 |
Parity: |
-1.16 |
Time value: |
0.72 |
Break-even: |
15.72 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.30 |
Spread %: |
71.43% |
Delta: |
0.40 |
Theta: |
-0.01 |
Omega: |
7.63 |
Rho: |
0.01 |
Quote data
Open: |
0.380 |
High: |
0.390 |
Low: |
0.380 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.22% |
1 Month |
|
|
-47.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.380 |
1M High / 1M Low: |
0.740 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.495 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |