Goldman Sachs Call 2800 TDXP 20.06.2025
/ DE000GP76SW6
Goldman Sachs Call 2800 TDXP 20.0.../ DE000GP76SW6 /
| 06/09/2024 19:09:17 |
Chg.-0.41 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.57EUR |
-6.86% |
-
Bid Size: - |
-
Ask Size: - |
TECDAX |
2,800.00 - |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
29/06/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.19 |
| Intrinsic value: |
4.26 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
4.26 |
| Time value: |
1.45 |
| Break-even: |
3,371.00 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.20 |
| Spread %: |
3.63% |
| Delta: |
0.82 |
| Theta: |
-0.50 |
| Omega: |
4.66 |
| Rho: |
16.36 |
Quote data
| Open: |
5.87 |
| High: |
5.87 |
| Low: |
5.57 |
| Previous Close: |
5.98 |
| Turnover: |
557 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.77% |
| 1 Month |
|
|
-2.11% |
| 3 Months |
|
|
-28.68% |
| YTD |
|
|
-25.03% |
| 1 Year |
|
|
-7.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.04 |
5.57 |
| 1M High / 1M Low: |
7.12 |
5.57 |
| 6M High / 6M Low: |
8.56 |
5.54 |
| High (YTD): |
08/03/2024 |
8.56 |
| Low (YTD): |
05/08/2024 |
5.54 |
| 52W High: |
08/03/2024 |
8.56 |
| 52W Low: |
30/10/2023 |
3.68 |
| Avg. price 1W: |
|
6.20 |
| Avg. volume 1W: |
|
151.40 |
| Avg. price 1M: |
|
6.36 |
| Avg. volume 1M: |
|
64.27 |
| Avg. price 6M: |
|
7.04 |
| Avg. volume 6M: |
|
14.35 |
| Avg. price 1Y: |
|
6.68 |
| Avg. volume 1Y: |
|
7.17 |
| Volatility 1M: |
|
66.56% |
| Volatility 6M: |
|
60.66% |
| Volatility 1Y: |
|
59.01% |
| Volatility 3Y: |
|
- |
