Goldman Sachs Call 2800 TDXP 20.12.2024
/ DE000GZ6DV03
Goldman Sachs Call 2800 TDXP 20.1.../ DE000GZ6DV03 /
| 2024-06-28 8:02:35 AM |
Chg.+0.03 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.12EUR |
+0.49% |
-
Bid Size: - |
-
Ask Size: - |
TECDAX |
2,800.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
GZ6DV0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.79 |
| Intrinsic value: |
5.27 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
5.27 |
| Time value: |
0.95 |
| Break-even: |
3,422.00 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.20 |
| Spread %: |
3.32% |
| Delta: |
0.86 |
| Theta: |
-0.62 |
| Omega: |
4.62 |
| Rho: |
10.74 |
Quote data
| Open: |
6.12 |
| High: |
6.12 |
| Low: |
6.12 |
| Previous Close: |
6.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-11.30% |
| 1 Year |
|
|
-7.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.31 |
5.58 |
| 1M High / 1M Low: |
7.27 |
5.58 |
| 6M High / 6M Low: |
7.98 |
4.95 |
| High (YTD): |
2024-03-08 |
7.98 |
| Low (YTD): |
2024-04-19 |
4.95 |
| 52W High: |
2024-03-08 |
7.98 |
| 52W Low: |
2023-10-30 |
3.05 |
| Avg. price 1W: |
|
5.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.73 |
| Avg. volume 6M: |
|
24.19 |
| Avg. price 1Y: |
|
6.09 |
| Avg. volume 1Y: |
|
12.30 |
| Volatility 1M: |
|
74.44% |
| Volatility 6M: |
|
65.23% |
| Volatility 1Y: |
|
64.80% |
| Volatility 3Y: |
|
- |
