Goldman Sachs Call 25 NDX1 19.12..../  DE000GG84W90  /

EUWAX
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:   -