Goldman Sachs Call 25 NDX1 19.12.2025
/ DE000GG84W90
Goldman Sachs Call 25 NDX1 19.12..../ DE000GG84W90 /
04/11/2024 09:49:55 |
Chg.+0.010 |
Bid10:20:58 |
Ask10:20:58 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+2.08% |
0.480 Bid Size: 10,000 |
1.180 Ask Size: 1,000 |
NORDEX SE O.N. |
25.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
GG84W9 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
16/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.40 |
Parity: |
-11.75 |
Time value: |
1.18 |
Break-even: |
26.18 |
Moneyness: |
0.53 |
Premium: |
0.98 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.73 |
Spread %: |
162.95% |
Delta: |
0.29 |
Theta: |
0.00 |
Omega: |
3.24 |
Rho: |
0.03 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-2.00% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.480 |
1M High / 1M Low: |
0.590 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.501 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |