Goldman Sachs Call 4000 TDXP 20.1.../  DE000GZ673N1  /

EUWAX
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:   -