Goldman Sachs Call 2800 TDXP 20.12.2024
/ DE000GZ6DV03
Goldman Sachs Call 2800 TDXP 20.1.../ DE000GZ6DV03 /
8/16/2024 8:02:21 AM |
Chg.+0.40 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.99EUR |
+7.16% |
- Bid Size: - |
- Ask Size: - |
TECDAX |
2,800.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/3/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
5.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.76 |
Intrinsic value: |
5.40 |
Implied volatility: |
0.29 |
Historic volatility: |
0.14 |
Parity: |
5.40 |
Time value: |
0.71 |
Break-even: |
3,411.00 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.20 |
Spread %: |
3.38% |
Delta: |
0.88 |
Theta: |
-0.68 |
Omega: |
4.82 |
Rho: |
8.05 |
Quote data
Open: |
5.99 |
High: |
5.99 |
Low: |
5.99 |
Previous Close: |
5.59 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.99% |
1 Month |
|
|
-4.62% |
3 Months |
|
|
-18.72% |
YTD |
|
|
-13.19% |
1 Year |
|
|
+3.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.59 |
5.12 |
1M High / 1M Low: |
6.38 |
4.63 |
6M High / 6M Low: |
7.98 |
4.63 |
High (YTD): |
3/8/2024 |
7.98 |
Low (YTD): |
8/5/2024 |
4.63 |
52W High: |
3/8/2024 |
7.98 |
52W Low: |
10/30/2023 |
3.05 |
Avg. price 1W: |
|
5.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.52 |
Avg. volume 6M: |
|
24 |
Avg. price 1Y: |
|
6.01 |
Avg. volume 1Y: |
|
11.81 |
Volatility 1M: |
|
101.23% |
Volatility 6M: |
|
75.46% |
Volatility 1Y: |
|
70.33% |
Volatility 3Y: |
|
- |