Goldman Sachs Call 3050 TDXP 20.12.2024
/ DE000GG6Y665
Goldman Sachs Call 3050 TDXP 20.1.../ DE000GG6Y665 /
| 7/9/2024 8:48:49 AM |
Chg.-0.26 |
Bid6:39:30 PM |
Ask6:39:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.06EUR |
-6.02% |
3.75
Bid Size: 5,000 |
3.95
Ask Size: 5,000 |
TECDAX |
3,050.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
GG6Y66 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,050.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
3.30 |
| Time value: |
1.02 |
| Break-even: |
3,482.00 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.20 |
| Spread %: |
4.85% |
| Delta: |
0.81 |
| Theta: |
-0.63 |
| Omega: |
6.37 |
| Rho: |
10.43 |
Quote data
| Open: |
4.06 |
| High: |
4.06 |
| Low: |
4.06 |
| Previous Close: |
4.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.09% |
| 1 Month |
|
|
-17.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.32 |
3.59 |
| 1M High / 1M Low: |
5.06 |
3.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
