Goldman Sachs Call 22000 NDX.X 24.../  DE000GJ7Q6K3  /

EUWAX
1/23/2025  2:26:46 PM Chg.-0.180 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.240EUR -42.86% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 22,000.00 USD 1/24/2025 Call
 

Master data

WKN: GJ7Q6K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 22,000.00 USD
Maturity: 1/24/2025
Issue date: 12/2/2024
Last trading day: 1/23/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 348.78
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -1.41
Time value: 0.60
Break-even: 21,197.99
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 31.63
Spread abs.: 0.10
Spread %: 19.92%
Delta: 0.32
Theta: -52.73
Omega: 111.44
Rho: 0.18
 

Quote data

Open: 0.290
High: 0.290
Low: 0.240
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -87.03%
3 Months     -
YTD
  -85.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.050
1M High / 1M Low: 2.630 0.050
6M High / 6M Low: - -
High (YTD): 1/6/2025 1.420
Low (YTD): 1/17/2025 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.751
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,812.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -