Goldman Sachs Call 2800 TDXP 20.12.2024
/ DE000GZ6DV03
Goldman Sachs Call 2800 TDXP 20.1.../ DE000GZ6DV03 /
| 17/07/2024 08:02:00 |
Chg.+0.10 |
Bid19:36:52 |
Ask19:36:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.38EUR |
+1.59% |
6.13
Bid Size: 3,000 |
6.33
Ask Size: 3,000 |
TECDAX |
2,800.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
03/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.19 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
5.75 |
| Time value: |
1.01 |
| Break-even: |
3,476.00 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.30 |
| Spread %: |
4.64% |
| Delta: |
0.86 |
| Theta: |
-0.74 |
| Omega: |
4.27 |
| Rho: |
9.46 |
Quote data
| Open: |
6.38 |
| High: |
6.38 |
| Low: |
6.38 |
| Previous Close: |
6.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.69% |
| 1 Month |
|
|
+0.16% |
| 3 Months |
|
|
+3.74% |
| YTD |
|
|
-7.54% |
| 1 Year |
|
|
-2.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.58 |
5.87 |
| 1M High / 1M Low: |
6.58 |
5.58 |
| 6M High / 6M Low: |
7.98 |
4.95 |
| High (YTD): |
08/03/2024 |
7.98 |
| Low (YTD): |
19/04/2024 |
4.95 |
| 52W High: |
08/03/2024 |
7.98 |
| 52W Low: |
30/10/2023 |
3.05 |
| Avg. price 1W: |
|
6.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.73 |
| Avg. volume 6M: |
|
24 |
| Avg. price 1Y: |
|
6.09 |
| Avg. volume 1Y: |
|
12.25 |
| Volatility 1M: |
|
88.68% |
| Volatility 6M: |
|
67.29% |
| Volatility 1Y: |
|
66.21% |
| Volatility 3Y: |
|
- |
