Goldman Sachs Call 3750 TDXP 20.1.../  DE000GG9KVZ8  /

EUWAX
13/11/2024  10:04:52 Chg.-0.003 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.027EUR -10.00% -
Bid Size: -
-
Ask Size: -
TECDAX 3,750.00 EUR 20/12/2024 Call
 

Master data

WKN: GG9KVZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 3,750.00 EUR
Maturity: 20/12/2024
Issue date: 14/06/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 142.71
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.14
Parity: -3.68
Time value: 0.24
Break-even: 3,773.70
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.95
Spread abs.: 0.20
Spread %: 540.54%
Delta: 0.15
Theta: -1.04
Omega: 21.60
Rho: 0.49
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.50%
1 Month
  -61.43%
3 Months
  -80.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.030
1M High / 1M Low: 0.100 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   479.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -