Goldman Sachs Call 2900 TDXP 20.12.2024
/ DE000GP7UBM0
Goldman Sachs Call 2900 TDXP 20.1.../ DE000GP7UBM0 /
| 2024-09-06 8:27:14 AM |
Chg.-0.13 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
-2.95% |
-
Bid Size: - |
-
Ask Size: - |
TECDAX |
2,900.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
GP7UBM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,900.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.62 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
3.26 |
| Time value: |
0.85 |
| Break-even: |
3,311.00 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.20 |
| Spread %: |
5.12% |
| Delta: |
0.80 |
| Theta: |
-0.85 |
| Omega: |
6.31 |
| Rho: |
6.22 |
Quote data
| Open: |
4.27 |
| High: |
4.27 |
| Low: |
4.27 |
| Previous Close: |
4.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.08% |
| 1 Month |
|
|
+2.64% |
| 3 Months |
|
|
-31.35% |
| YTD |
|
|
-29.42% |
| 1 Year |
|
|
-12.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.47 |
4.27 |
| 1M High / 1M Low: |
5.48 |
4.10 |
| 6M High / 6M Low: |
7.11 |
4.01 |
| High (YTD): |
2024-03-08 |
7.11 |
| Low (YTD): |
2024-08-05 |
4.01 |
| 52W High: |
2024-03-08 |
7.11 |
| 52W Low: |
2023-10-30 |
2.48 |
| Avg. price 1W: |
|
4.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.49 |
| Avg. volume 6M: |
|
.78 |
| Avg. price 1Y: |
|
5.21 |
| Avg. volume 1Y: |
|
16.41 |
| Volatility 1M: |
|
80.84% |
| Volatility 6M: |
|
79.61% |
| Volatility 1Y: |
|
75.83% |
| Volatility 3Y: |
|
- |
