Goldman Sachs Call 3250 TDXP 20.09.2024
/ DE000GG3FYD2
Goldman Sachs Call 3250 TDXP 20.0.../ DE000GG3FYD2 /
| 2024-07-09 8:09:43 AM |
Chg.-0.19 |
Bid6:51:08 PM |
Ask6:51:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
-9.18% |
1.58
Bid Size: 5,000 |
1.78
Ask Size: 5,000 |
TECDAX |
3,250.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GG3FYD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,250.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
1.30 |
| Time value: |
0.80 |
| Break-even: |
3,460.00 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
10.53% |
| Delta: |
0.71 |
| Theta: |
-0.92 |
| Omega: |
11.48 |
| Rho: |
4.40 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
-29.85% |
| 3 Months |
|
|
-33.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.48 |
| 1M High / 1M Low: |
2.85 |
1.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
