Goldman Sachs Call 19800 NDX.X 02.../  DE000GG9E2H6  /

EUWAX
01/08/2024  14:17:08 Chg.+0.190 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.380EUR +100.00% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 19,800.00 USD 02/08/2024 Call
 

Master data

WKN: GG9E2H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 19,800.00 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: 250.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.15
Parity: -4.04
Time value: 0.71
Break-even: 18,364.34
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 72.46%
Delta: 0.23
Theta: -81.99
Omega: 58.27
Rho: 0.11
 

Quote data

Open: 0.370
High: 0.380
Low: 0.370
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month
  -88.99%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.190
1M High / 1M Low: 9.430 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   4.181
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   548.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -