Goldman Sachs Call 2800 TDXP 20.12.2024
/ DE000GZ6DV03
Goldman Sachs Call 2800 TDXP 20.1.../ DE000GZ6DV03 /
18/10/2024 13:09:59 |
Chg.+0.11 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
6.54EUR |
+1.71% |
- Bid Size: - |
- Ask Size: - |
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: |
5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.50 |
Intrinsic value: |
6.35 |
Implied volatility: |
0.43 |
Historic volatility: |
0.14 |
Parity: |
6.35 |
Time value: |
0.47 |
Break-even: |
3,482.00 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.30 |
Spread %: |
4.60% |
Delta: |
0.90 |
Theta: |
-1.09 |
Omega: |
4.52 |
Rho: |
4.08 |
Quote data
Open: |
6.43 |
High: |
6.54 |
Low: |
6.43 |
Previous Close: |
6.43 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.10% |
1 Month |
|
|
+16.37% |
3 Months |
|
|
+7.39% |
YTD |
|
|
-5.22% |
1 Year |
|
|
+73.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.54 |
6.12 |
1M High / 1M Low: |
6.60 |
5.14 |
6M High / 6M Low: |
7.37 |
4.63 |
High (YTD): |
08/03/2024 |
7.98 |
Low (YTD): |
05/08/2024 |
4.63 |
52W High: |
08/03/2024 |
7.98 |
52W Low: |
30/10/2023 |
3.05 |
Avg. price 1W: |
|
6.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.06 |
Avg. volume 6M: |
|
23.26 |
Avg. price 1Y: |
|
6.14 |
Avg. volume 1Y: |
|
11.81 |
Volatility 1M: |
|
95.82% |
Volatility 6M: |
|
80.60% |
Volatility 1Y: |
|
72.23% |
Volatility 3Y: |
|
- |