Goldman Sachs Call 450 NOC 20.09.2024
/ DE000GJ15JX4
Goldman Sachs Call 450 NOC 20.09..../ DE000GJ15JX4 /
| 13/09/2024 10:23:29 |
Chg.+0.04 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.17EUR |
+0.65% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
450.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GJ15JX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.21 |
| Intrinsic value: |
6.19 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.19 |
| Parity: |
6.19 |
| Time value: |
0.22 |
| Break-even: |
470.27 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.15 |
| Spread %: |
2.40% |
| Delta: |
0.92 |
| Theta: |
-0.58 |
| Omega: |
6.70 |
| Rho: |
0.07 |
Quote data
| Open: |
6.17 |
| High: |
6.17 |
| Low: |
6.17 |
| Previous Close: |
6.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.14% |
| 1 Month |
|
|
+21.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.75 |
6.07 |
| 1M High / 1M Low: |
6.79 |
5.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
