Goldman Sachs Call 17 NDX1 20.09..../  DE000GJ1R998  /

EUWAX
8/26/2024  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 9/20/2024 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: 9/20/2024
Issue date: 8/5/2024
Last trading day: 9/19/2024
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:   -