Goldman Sachs Call 2600 TDXP 20.09.2024
/ DE000GQ88ZH5
Goldman Sachs Call 2600 TDXP 20.0.../ DE000GQ88ZH5 /
| 2024-07-31 10:02:45 AM |
Chg.+0.08 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.67EUR |
+1.05% |
-
Bid Size: - |
-
Ask Size: - |
TECDAX |
2,600.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GQ88ZH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.61 |
| Intrinsic value: |
7.48 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.14 |
| Parity: |
7.48 |
| Time value: |
0.47 |
| Break-even: |
3,395.00 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.30 |
| Spread %: |
3.92% |
| Delta: |
0.91 |
| Theta: |
-1.39 |
| Omega: |
3.82 |
| Rho: |
3.13 |
Quote data
| Open: |
7.67 |
| High: |
7.67 |
| Low: |
7.67 |
| Previous Close: |
7.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.79% |
| 1 Month |
|
|
-2.67% |
| 3 Months |
|
|
+1.05% |
| YTD |
|
|
-7.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.67 |
7.05 |
| 1M High / 1M Low: |
8.20 |
7.05 |
| 6M High / 6M Low: |
9.49 |
6.36 |
| High (YTD): |
2024-03-08 |
9.49 |
| Low (YTD): |
2024-04-19 |
6.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.53% |
| Volatility 6M: |
|
57.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
