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: |
|
- |
