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Goldman Sachs Call 16000 NDX.X 20.../  DE000GZ674D0  /

EUWAX
11/12/2024  12:15:58 PM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
48.64EUR - -
Bid Size: -		 -
Ask Size: -		 NASDAQ 100 INDEX 16,000.00 - 12/20/2024 Call
 

Master data

WKN: GZ674D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 16,000.00 -
Maturity: 12/20/2024
Issue date: 12/29/2022
Last trading day: 11/13/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 44.40
Intrinsic value: 43.94
Implied volatility: 0.86
Historic volatility: 0.17
Parity: 43.94
Time value: 4.93
Break-even: 20,887.00
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.07
Spread %: 0.14%
Delta: 0.86
Theta: -18.95
Omega: 3.57
Rho: 11.72
 

Quote data

Open: 48.95
High: 48.95
Low: 48.64
Previous Close: 49.78
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+1.25%
1 Month  
+20.34%
3 Months  
+37.99%
YTD  
+130.96%
1 Year  
+214.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 49.78 48.64
1M High / 1M Low: 49.78 37.94
6M High / 6M Low: 49.78 23.78
High (YTD): 11/11/2024 49.78
Low (YTD): 1/5/2024 16.99
52W High: 11/11/2024 49.78
52W Low: 12/5/2023 14.84
Avg. price 1W:   49.21
Avg. volume 1W:   0.00
Avg. price 1M:   42.48
Avg. volume 1M:   0.00
Avg. price 6M:   36.79
Avg. volume 6M:   0.00
Avg. price 1Y:   30.37
Avg. volume 1Y:   .40
Volatility 1M:   78.21%
Volatility 6M:   81.06%
Volatility 1Y:   77.75%
Volatility 3Y:   -