Goldman Sachs Call 20 NDX1 18.12..../  DE000GJ925M7  /

EUWAX
23/01/2025  17:29:59 Chg.-0.03 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.03EUR -2.83% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 20.00 EUR 18/12/2026 Call
 

Master data

WKN: GJ925M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 18/12/2026
Issue date: 07/01/2025
Last trading day: 17/12/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.27
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.40
Parity: -8.59
Time value: 1.57
Break-even: 21.57
Moneyness: 0.57
Premium: 0.89
Premium p.a.: 0.40
Spread abs.: 0.50
Spread %: 46.73%
Delta: 0.38
Theta: 0.00
Omega: 2.77
Rho: 0.05
 

Quote data

Open: 1.11
High: 1.15
Low: 1.03
Previous Close: 1.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.95%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.46 1.03
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -