Goldman Sachs Call 4000 TDXP 20.12.2024
/ DE000GZ673N1
Goldman Sachs Call 4000 TDXP 20.1.../ DE000GZ673N1 /
2024-07-16 8:17:10 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
-10.00% |
- Bid Size: - |
- Ask Size: - |
TECDAX |
4,000.00 - |
2024-12-20 |
Call |
Master data
WKN: |
GZ673N |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,000.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2022-12-29 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
116.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
-6.15 |
Time value: |
0.29 |
Break-even: |
4,029.00 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.20 |
Spread %: |
222.22% |
Delta: |
0.14 |
Theta: |
-0.35 |
Omega: |
15.98 |
Rho: |
1.87 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.090 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-55.00% |
3 Months |
|
|
-62.50% |
YTD |
|
|
-83.02% |
1 Year |
|
|
-87.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.070 |
1M High / 1M Low: |
0.150 |
0.070 |
6M High / 6M Low: |
0.630 |
0.070 |
High (YTD): |
2024-03-08 |
0.630 |
Low (YTD): |
2024-07-10 |
0.070 |
52W High: |
2023-07-31 |
0.940 |
52W Low: |
2024-07-10 |
0.070 |
Avg. price 1W: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.299 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.353 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
301.08% |
Volatility 6M: |
|
207.61% |
Volatility 1Y: |
|
172.58% |
Volatility 3Y: |
|
- |