Goldman Sachs Call 19600 NDX.X 02.../  DE000GG9E2L8  /

EUWAX
01/08/2024  14:18:35 Chg.+0.58 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.02EUR +131.82% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 19,600.00 USD 02/08/2024 Call
 

Master data

WKN: GG9E2L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 19,600.00 USD
Maturity: 02/08/2024
Issue date: 11/06/2024
Last trading day: 01/08/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 141.86
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.15
Parity: -2.19
Time value: 1.26
Break-even: 18,234.26
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 31.22%
Delta: 0.35
Theta: -101.21
Omega: 49.75
Rho: 0.17
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 0.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.92%
1 Month
  -77.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.02 0.44
1M High / 1M Low: 11.08 0.44
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.69
Avg. volume 1W:   0.00
Avg. price 1M:   5.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   591.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -