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Goldman Sachs Call 3600 TDXP 20.1.../  DE000GZ6W8G6  /

EUWAX
2024-08-15  8:36:54 AM Chg.+0.010 Bid5:36:16 PM Ask5:36:16 PM Underlying Strike price Expiration date Option type
0.340EUR +3.03% 0.410
Bid Size: 10,000		 0.610
Ask Size: 5,000		 TECDAX 3,600.00 - 2024-12-20 Call
 

Master data

WKN: GZ6W8G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 3,600.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 63.30
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -3.08
Time value: 0.52
Break-even: 3,652.00
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.35
Spread abs.: 0.20
Spread %: 62.50%
Delta: 0.26
Theta: -0.53
Omega: 16.20
Rho: 2.75
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month
  -55.26%
3 Months
  -73.64%
YTD
  -79.39%
1 Year
  -75.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.760 0.280
6M High / 6M Low: 2.040 0.280
High (YTD): 2024-03-08 2.040
Low (YTD): 2024-08-08 0.280
52W High: 2024-03-08 2.040
52W Low: 2024-08-08 0.280
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   1.052
Avg. volume 6M:   0.000
Avg. price 1Y:   1.078
Avg. volume 1Y:   0.000
Volatility 1M:   206.26%
Volatility 6M:   181.26%
Volatility 1Y:   156.40%
Volatility 3Y:   -