Goldman Sachs Call 21400 NDX.X
/ DE000GJ7Q6F3
Goldman Sachs Call 21400 NDX.X/ DE000GJ7Q6F3 /
| 23/01/2025 14:26:46 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.69EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
21,400.00 USD |
24/01/2025 |
Call |
Master data
| WKN: |
GJ7Q6F |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21,400.00 USD |
| Maturity: |
24/01/2025 |
| Issue date: |
02/12/2024 |
| Last trading day: |
23/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
44.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
4.35 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
4.35 |
| Time value: |
0.40 |
| Break-even: |
21,036.30 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.15 |
| Spread %: |
3.26% |
| Delta: |
0.84 |
| Theta: |
-55.94 |
| Omega: |
37.13 |
| Rho: |
0.47 |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.69 |
| Previous Close: |
3.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+238.53% |
| 1 Month |
|
|
-17.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
-17.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
1.09 |
| 1M High / 1M Low: |
6.14 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
4.42 |
| Low (YTD): |
15/01/2025 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
998.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |