Goldman Sachs Call 2800 TDXP 20.06.2025
/ DE000GP76SW6
Goldman Sachs Call 2800 TDXP 20.0.../ DE000GP76SW6 /
| 7/16/2024 8:37:48 AM |
Chg.-0.28 |
Bid4:51:21 PM |
Ask4:51:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.95EUR |
-3.87% |
7.03
Bid Size: 5,000 |
7.10
Ask Size: 2,000 |
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: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.87 |
| Intrinsic value: |
5.85 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
5.85 |
| Time value: |
1.47 |
| Break-even: |
3,532.00 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.30 |
| Spread %: |
4.27% |
| Delta: |
0.87 |
| Theta: |
-0.45 |
| Omega: |
4.02 |
| Rho: |
20.50 |
Quote data
| Open: |
6.95 |
| High: |
6.95 |
| Low: |
6.95 |
| Previous Close: |
7.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.86% |
| 1 Month |
|
|
-7.70% |
| 3 Months |
|
|
+2.21% |
| YTD |
|
|
-6.46% |
| 1 Year |
|
|
-4.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.28 |
6.66 |
| 1M High / 1M Low: |
7.31 |
6.26 |
| 6M High / 6M Low: |
8.56 |
5.84 |
| High (YTD): |
3/8/2024 |
8.56 |
| Low (YTD): |
4/19/2024 |
5.84 |
| 52W High: |
3/8/2024 |
8.56 |
| 52W Low: |
10/30/2023 |
3.68 |
| Avg. price 1W: |
|
7.04 |
| Avg. volume 1W: |
|
10.80 |
| Avg. price 1M: |
|
6.82 |
| Avg. volume 1M: |
|
12.90 |
| Avg. price 6M: |
|
7.41 |
| Avg. volume 6M: |
|
2.05 |
| Avg. price 1Y: |
|
6.74 |
| Avg. volume 1Y: |
|
1.02 |
| Volatility 1M: |
|
68.38% |
| Volatility 6M: |
|
54.83% |
| Volatility 1Y: |
|
56.20% |
| Volatility 3Y: |
|
- |
