Goldman Sachs Call 550 NOC 20.12.2024
/ DE000GQ9JZ74
Goldman Sachs Call 550 NOC 20.12..../ DE000GQ9JZ74 /
| 02/09/2024 09:12:11 |
Chg.+0.09 |
Bid10:47:58 |
Ask10:47:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+8.49% |
1.15
Bid Size: 3,000 |
1.25
Ask Size: 2,000 |
Northrop Grumman Cor... |
550.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
GQ9JZ7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-2.43 |
| Time value: |
1.24 |
| Break-even: |
510.38 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.10 |
| Spread %: |
8.77% |
| Delta: |
0.38 |
| Theta: |
-0.10 |
| Omega: |
14.37 |
| Rho: |
0.50 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.24% |
| 1 Month |
|
|
+45.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.82 |
| 1M High / 1M Low: |
1.06 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
