Goldman Sachs Call 2900 TDXP 20.09.2024
/ DE000GQ566X7
Goldman Sachs Call 2900 TDXP 20.0.../ DE000GQ566X7 /
| 28/06/2024 08:32:04 |
Chg.+0.13 |
Bid12:17:25 |
Ask12:17:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.84EUR |
+2.76% |
4.82
Bid Size: 10,000 |
4.89
Ask Size: 5,000 |
TECDAX |
2,900.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
GQ566X |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,900.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
4.31 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
4.31 |
| Time value: |
0.64 |
| Break-even: |
3,395.00 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.20 |
| Spread %: |
4.21% |
| Delta: |
0.85 |
| Theta: |
-0.91 |
| Omega: |
5.75 |
| Rho: |
5.41 |
Quote data
| Open: |
4.84 |
| High: |
4.84 |
| Low: |
4.84 |
| Previous Close: |
4.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.14% |
| 1 Month |
|
|
-17.69% |
| 3 Months |
|
|
-23.90% |
| YTD |
|
|
-15.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.71 |
4.20 |
| 1M High / 1M Low: |
6.01 |
4.20 |
| 6M High / 6M Low: |
6.72 |
3.84 |
| High (YTD): |
08/03/2024 |
6.72 |
| Low (YTD): |
19/04/2024 |
3.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.42% |
| Volatility 6M: |
|
77.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
