Goldman Sachs Call 2800 TDXP 20.06.2025
/ DE000GP76SW6
Goldman Sachs Call 2800 TDXP 20.0.../ DE000GP76SW6 /
| 11/14/2024 8:30:05 AM |
Chg.-0.49 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.18EUR |
-7.35% |
-
Bid Size: - |
-
Ask Size: - |
TECDAX |
2,800.00 - |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
6/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.89 |
| Intrinsic value: |
5.33 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
5.33 |
| Time value: |
1.04 |
| Break-even: |
3,437.00 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.20 |
| Spread %: |
3.24% |
| Delta: |
0.86 |
| Theta: |
-0.53 |
| Omega: |
4.49 |
| Rho: |
13.26 |
Quote data
| Open: |
6.18 |
| High: |
6.18 |
| Low: |
6.18 |
| Previous Close: |
6.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.65% |
| 1 Month |
|
|
-11.21% |
| 3 Months |
|
|
+0.65% |
| YTD |
|
|
-16.82% |
| 1 Year |
|
|
+13.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.81 |
6.14 |
| 1M High / 1M Low: |
7.19 |
5.97 |
| 6M High / 6M Low: |
8.01 |
5.54 |
| High (YTD): |
3/8/2024 |
8.56 |
| Low (YTD): |
8/5/2024 |
5.54 |
| 52W High: |
3/8/2024 |
8.56 |
| 52W Low: |
11/14/2023 |
5.46 |
| Avg. price 1W: |
|
6.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.74 |
| Avg. volume 6M: |
|
14.81 |
| Avg. price 1Y: |
|
6.97 |
| Avg. volume 1Y: |
|
7.61 |
| Volatility 1M: |
|
69.82% |
| Volatility 6M: |
|
66.21% |
| Volatility 1Y: |
|
58.75% |
| Volatility 3Y: |
|
- |
