Goldman Sachs Call 3400 TDXP 20.12.2024
/ DE000GZ6NF84
Goldman Sachs Call 3400 TDXP 20.1.../ DE000GZ6NF84 /
| 7/16/2024 8:37:56 AM |
Chg.-0.19 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
TECDAX |
3,400.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
GZ6NF8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,400.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
19.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-0.15 |
| Time value: |
1.77 |
| Break-even: |
3,577.00 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.20 |
| Spread %: |
12.74% |
| Delta: |
0.56 |
| Theta: |
-0.67 |
| Omega: |
10.72 |
| Rho: |
7.40 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.43% |
| 1 Month |
|
|
-16.48% |
| 3 Months |
|
|
-17.84% |
| YTD |
|
|
-41.31% |
| 1 Year |
|
|
-43.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.34 |
| 1M High / 1M Low: |
1.82 |
1.18 |
| 6M High / 6M Low: |
3.22 |
1.18 |
| High (YTD): |
3/8/2024 |
3.22 |
| Low (YTD): |
6/25/2024 |
1.18 |
| 52W High: |
7/31/2023 |
3.38 |
| 52W Low: |
10/30/2023 |
0.67 |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.19 |
| Avg. volume 6M: |
|
7.94 |
| Avg. price 1Y: |
|
2.03 |
| Avg. volume 1Y: |
|
3.92 |
| Volatility 1M: |
|
197.95% |
| Volatility 6M: |
|
137.00% |
| Volatility 1Y: |
|
125.62% |
| Volatility 3Y: |
|
- |
