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

EUWAX
17/09/2024  08:31:58 Chg.-0.07 Bid20:48:09 Ask20:48:09 Underlying Strike price Expiration date Option type
6.12EUR -1.13% 6.15
Bid Size: 3,000		 6.35
Ask Size: 3,000		 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: 5.19
Leverage: Yes

Calculated values

Fair value: 5.71
Intrinsic value: 4.89
Implied volatility: 0.26
Historic volatility: 0.14
Parity: 4.89
Time value: 1.45
Break-even: 3,434.00
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.20
Spread %: 3.26%
Delta: 0.83
Theta: -0.53
Omega: 4.30
Rho: 15.84
 

Quote data

Open: 6.12
High: 6.12
Low: 6.12
Previous Close: 6.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.15%
1 Month
  -8.25%
3 Months
  -14.29%
YTD
  -17.63%
1 Year
  -0.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.19 5.82
1M High / 1M Low: 7.12 5.57
6M High / 6M Low: 8.27 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:   6.00
Avg. volume 1W:   0.00
Avg. price 1M:   6.33
Avg. volume 1M:   67.33
Avg. price 6M:   6.93
Avg. volume 6M:   14.35
Avg. price 1Y:   6.68
Avg. volume 1Y:   7.17
Volatility 1M:   61.32%
Volatility 6M:   60.47%
Volatility 1Y:   58.32%
Volatility 3Y:   -