Goldman Sachs Call 11 NDX1 17.01.2025
/ DE000GJ72ZP7
Goldman Sachs Call 11 NDX1 17.01..../ DE000GJ72ZP7 /
| 1/8/2025 6:30:29 PM |
Chg.-0.550 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-53.40% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
11.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
GJ72ZP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.39 |
| Parity: |
0.88 |
| Time value: |
0.68 |
| Break-even: |
12.56 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
8.56 |
| Spread abs.: |
0.50 |
| Spread %: |
47.17% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
5.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.480 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.920 |
| 1M High / 1M Low: |
1.090 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.090 |
| Low (YTD): |
1/2/2025 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |