Goldman Sachs Call 18000 NDX.X 15.11.2024
/ DE000GG01VS5
Goldman Sachs Call 18000 NDX.X 15.../ DE000GG01VS5 /
| 11/12/2024 12:19:59 PM |
Chg.- |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 29.10EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
18,000.00 - |
11/15/2024 |
Call |
Master data
| WKN: |
GG01VS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18,000.00 - |
| Maturity: |
11/15/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
11/13/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
28.95 |
| Intrinsic value: |
28.92 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.16 |
| Parity: |
28.92 |
| Time value: |
0.34 |
| Break-even: |
19,880.50 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.07 |
| Spread %: |
0.24% |
| Delta: |
0.96 |
| Theta: |
-40.95 |
| Omega: |
6.51 |
| Rho: |
0.88 |
Quote data
| Open: |
29.23 |
| High: |
29.23 |
| Low: |
29.10 |
| Previous Close: |
30.22 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.54% |
| 1 Month |
|
|
+27.97% |
| 3 Months |
|
|
+94.26% |
| YTD |
|
|
+213.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
30.22 |
28.38 |
| 1M High / 1M Low: |
30.22 |
18.91 |
| 6M High / 6M Low: |
30.22 |
9.40 |
| High (YTD): |
11/11/2024 |
30.22 |
| Low (YTD): |
1/5/2024 |
6.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
29.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
23.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
19.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.95% |
| Volatility 6M: |
|
136.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
