Goldman Sachs Call 650 NOC 20.12.2024
/ DE000GJ32CS4
Goldman Sachs Call 650 NOC 20.12..../ DE000GJ32CS4 /
| 11/12/2024 6:06:45 PM |
Chg.+0.020 |
Bid9:06:04 PM |
Ask9:06:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+66.67% |
0.040
Bid Size: 10,000 |
0.140
Ask Size: 1,000 |
Northrop Grumman Cor... |
650.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
GJ32CS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/30/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
314.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
-10.91 |
| Time value: |
0.16 |
| Break-even: |
611.17 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
5.81 |
| Spread abs.: |
0.10 |
| Spread %: |
169.49% |
| Delta: |
0.06 |
| Theta: |
-0.10 |
| Omega: |
19.80 |
| Rho: |
0.03 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-68.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.030 |
| 1M High / 1M Low: |
0.150 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
827.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
