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Goldman Sachs Call 16 NDX1 20.12..../  DE000GQ4RQL2  /

EUWAX
11/4/2024  4:22:41 PM Chg.+0.050 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.330EUR +17.86% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 16.00 EUR 12/20/2024 Call
 

Master data

WKN: GQ4RQL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 12/20/2024
Issue date: 9/13/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.88
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.40
Parity: -2.75
Time value: 0.58
Break-even: 16.58
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 4.92
Spread abs.: 0.32
Spread %: 127.06%
Delta: 0.29
Theta: -0.01
Omega: 6.70
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.330
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month
  -19.51%
3 Months
  -21.43%
YTD
  -44.07%
1 Year
  -63.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.450 0.260
6M High / 6M Low: 2.180 0.260
High (YTD): 5/14/2024 2.180
Low (YTD): 10/31/2024 0.260
52W High: 5/14/2024 2.180
52W Low: 10/31/2024 0.260
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   198.90%
Volatility 6M:   223.48%
Volatility 1Y:   202.48%
Volatility 3Y:   -