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Goldman Sachs Call 450 NTH 17.01..../  DE000GQ58SP6  /

EUWAX
08/11/2024  15:59:39 Chg.+0.070 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.760EUR +10.14% -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 450.00 - 17/01/2025 Call
 

Master data

WKN: GQ58SP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 17/01/2025
Issue date: 25/09/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.44
Implied volatility: 0.65
Historic volatility: 0.16
Parity: 0.44
Time value: 0.35
Break-even: 529.00
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.69
Theta: -0.38
Omega: 4.30
Rho: 0.49
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month
  -7.32%
3 Months  
+38.18%
YTD  
+43.40%
1 Year  
+26.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.560
1M High / 1M Low: 0.820 0.550
6M High / 6M Low: 0.950 0.170
High (YTD): 02/10/2024 0.950
Low (YTD): 10/07/2024 0.170
52W High: 02/10/2024 0.950
52W Low: 10/07/2024 0.170
Avg. price 1W:   0.647
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   0.519
Avg. volume 1Y:   0.000
Volatility 1M:   123.98%
Volatility 6M:   160.14%
Volatility 1Y:   134.61%
Volatility 3Y:   -