Goldman Sachs Call 2700 TDXP 20.09.2024
/ DE000GQ7SM70
Goldman Sachs Call 2700 TDXP 20.0.../ DE000GQ7SM70 /
06/09/2024 08:42:52 |
Chg.-0.13 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
5.69EUR |
-2.23% |
- Bid Size: - |
- Ask Size: - |
TECDAX |
2,700.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
GQ7SM7 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,700.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
23/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
5.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.29 |
Intrinsic value: |
5.26 |
Implied volatility: |
0.82 |
Historic volatility: |
0.14 |
Parity: |
5.26 |
Time value: |
0.31 |
Break-even: |
3,257.00 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.30 |
Spread %: |
5.69% |
Delta: |
0.89 |
Theta: |
-3.80 |
Omega: |
5.16 |
Rho: |
0.83 |
Quote data
Open: |
5.69 |
High: |
5.69 |
Low: |
5.69 |
Previous Close: |
5.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.06% |
1 Month |
|
|
+3.45% |
3 Months |
|
|
-26.49% |
YTD |
|
|
-23.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.04 |
5.69 |
1M High / 1M Low: |
7.04 |
5.43 |
6M High / 6M Low: |
8.55 |
5.17 |
High (YTD): |
08/03/2024 |
8.55 |
Low (YTD): |
05/08/2024 |
5.17 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.32% |
Volatility 6M: |
|
70.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |