Goldman Sachs Call 2800 TDXP 20.06.2025
/ DE000GP76SW6
Goldman Sachs Call 2800 TDXP 20.0.../ DE000GP76SW6 /
| 28/06/2024 08:30:58 |
Chg.+0.12 |
Bid12:17:25 |
Ask12:17:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.88EUR |
+1.78% |
6.86
Bid Size: 5,000 |
6.93
Ask Size: 2,000 |
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: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.43 |
| Intrinsic value: |
5.31 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
5.31 |
| Time value: |
1.79 |
| Break-even: |
3,510.00 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.30 |
| Spread %: |
4.41% |
| Delta: |
0.83 |
| Theta: |
-0.49 |
| Omega: |
3.91 |
| Rho: |
20.24 |
Quote data
| Open: |
6.88 |
| High: |
6.88 |
| Low: |
6.88 |
| Previous Close: |
6.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-12.36% |
| 3 Months |
|
|
-16.61% |
| YTD |
|
|
-7.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.76 |
6.26 |
| 1M High / 1M Low: |
7.99 |
6.26 |
| 6M High / 6M Low: |
8.56 |
5.84 |
| High (YTD): |
08/03/2024 |
8.56 |
| Low (YTD): |
19/04/2024 |
5.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.43% |
| Volatility 6M: |
|
53.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
