Goldman Sachs Call 20700 NDX.X 10.01.2025
/ DE000GJ7U7S8
Goldman Sachs Call 20700 NDX.X 10.../ DE000GJ7U7S8 /
| 1/9/2025 2:15:14 PM |
Chg.-0.34 |
Bid3:30:11 PM |
Ask3:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.61EUR |
-6.87% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
20,700.00 USD |
1/10/2025 |
Call |
Master data
| WKN: |
GJ7U7S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20,700.00 USD |
| Maturity: |
1/10/2025 |
| Issue date: |
12/4/2024 |
| Last trading day: |
1/9/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
39.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.68 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.17 |
| Parity: |
4.66 |
| Time value: |
0.54 |
| Break-even: |
20,591.07 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.10 |
| Spread %: |
1.96% |
| Delta: |
0.82 |
| Theta: |
-70.32 |
| Omega: |
32.37 |
| Rho: |
0.45 |
Quote data
| Open: |
4.54 |
| High: |
4.61 |
| Low: |
4.54 |
| Previous Close: |
4.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.88% |
| 1 Month |
|
|
-50.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
-42.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.43 |
4.81 |
| 1M High / 1M Low: |
14.29 |
4.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
8.43 |
| Low (YTD): |
1/3/2025 |
4.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |