Goldman Sachs Call 3450 TDXP 20.09.2024
/ DE000GG2Q3P0
Goldman Sachs Call 3450 TDXP 20.0.../ DE000GG2Q3P0 /
| 7/9/2024 8:40:52 AM |
Chg.-0.130 |
Bid6:39:38 PM |
Ask6:39:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-17.11% |
0.480
Bid Size: 10,000 |
0.680
Ask Size: 5,000 |
TECDAX |
3,450.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
GG2Q3P |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,450.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
1/19/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
39.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-0.70 |
| Time value: |
0.85 |
| Break-even: |
3,535.00 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.20 |
| Spread %: |
30.77% |
| Delta: |
0.45 |
| Theta: |
-0.86 |
| Omega: |
17.80 |
| Rho: |
2.86 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.18% |
| 1 Month |
|
|
-50.78% |
| 3 Months |
|
|
-58.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.440 |
| 1M High / 1M Low: |
1.380 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
