Goldman Sachs Call 450 NOC 20.12.2024
/ DE000GQ9JYV1
Goldman Sachs Call 450 NOC 20.12..../ DE000GQ9JYV1 /
| 11/8/2024 12:46:51 PM |
Chg.-0.30 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.76EUR |
-4.25% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
450.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
GQ9JYV |
| 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: |
12/20/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.52 |
| Intrinsic value: |
7.37 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
7.37 |
| Time value: |
0.31 |
| Break-even: |
496.67 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.20 |
| Spread %: |
2.67% |
| Delta: |
0.94 |
| Theta: |
-0.12 |
| Omega: |
6.01 |
| Rho: |
0.43 |
Quote data
| Open: |
6.76 |
| High: |
6.76 |
| Low: |
6.76 |
| Previous Close: |
7.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.96% |
| 1 Month |
|
|
-15.39% |
| 3 Months |
|
|
+30.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.06 |
5.56 |
| 1M High / 1M Low: |
8.07 |
5.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
