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Goldman Sachs Call 2800 TDXP 20.0.../  DE000GP76SW6  /

EUWAX
2024-07-09  8:32:42 AM Chg.-0.30 Bid11:54:32 AM Ask11:54:32 AM Underlying Strike price Expiration date Option type
7.01EUR -4.10% 7.07
Bid Size: 5,000		 7.14
Ask Size: 2,000		 TECDAX 2,800.00 - 2025-06-20 Call
 

Master data

WKN: GP76SW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 2,800.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.60
Leverage: Yes

Calculated values

Fair value: 6.85
Intrinsic value: 5.80
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 5.80
Time value: 1.54
Break-even: 3,534.00
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.30
Spread %: 4.26%
Delta: 0.86
Theta: -0.46
Omega: 3.97
Rho: 20.68
 

Quote data

Open: 7.01
High: 7.01
Low: 7.01
Previous Close: 7.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.51%
1 Month
  -10.24%
3 Months
  -8.61%
YTD
  -5.65%
1 Year  
+7.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.31 6.46
1M High / 1M Low: 7.99 6.26
6M High / 6M Low: 8.56 5.84
High (YTD): 2024-03-08 8.56
Low (YTD): 2024-04-19 5.84
52W High: 2024-03-08 8.56
52W Low: 2023-10-30 3.68
Avg. price 1W:   6.81
Avg. volume 1W:   40.80
Avg. price 1M:   7.01
Avg. volume 1M:   10.20
Avg. price 6M:   7.40
Avg. volume 6M:   1.62
Avg. price 1Y:   6.74
Avg. volume 1Y:   .80
Volatility 1M:   66.15%
Volatility 6M:   53.71%
Volatility 1Y:   55.85%
Volatility 3Y:   -