Goldman Sachs Call 17 NDX1 20.09.2024
/ DE000GJ1R998
Goldman Sachs Call 17 NDX1 20.09..../ DE000GJ1R998 /
2024-08-26 6:09:58 PM |
Chg.0.000 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
17.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
GJ1R99 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-08-05 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
26.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.02 |
Historic volatility: |
0.42 |
Parity: |
-3.16 |
Time value: |
0.53 |
Break-even: |
17.53 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
30.50 |
Spread abs.: |
0.51 |
Spread %: |
2,104.17% |
Delta: |
0.27 |
Theta: |
-0.02 |
Omega: |
6.97 |
Rho: |
0.00 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.030 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |