Goldman Sachs Call 3050 TDXP 20.09.2024
/ DE000GG0UY05
Goldman Sachs Call 3050 TDXP 20.0.../ DE000GG0UY05 /
| 9/6/2024 8:41:10 AM |
Chg.-0.15 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-6.20% |
-
Bid Size: - |
-
Ask Size: - |
TECDAX |
3,050.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
GG0UY0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,050.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.14 |
| Parity: |
1.76 |
| Time value: |
0.34 |
| Break-even: |
3,260.00 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.20 |
| Spread %: |
10.53% |
| Delta: |
0.79 |
| Theta: |
-2.94 |
| Omega: |
12.10 |
| Rho: |
0.83 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.41% |
| 1 Month |
|
|
-0.87% |
| 3 Months |
|
|
-48.99% |
| YTD |
|
|
-49.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.59 |
2.27 |
| 1M High / 1M Low: |
3.59 |
2.20 |
| 6M High / 6M Low: |
5.42 |
2.20 |
| High (YTD): |
3/8/2024 |
5.42 |
| Low (YTD): |
8/8/2024 |
2.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.60% |
| Volatility 6M: |
|
119.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
