Goldman Sachs Call 4800 TDXP 20.12.2024
/ DE000GZ6W856
Goldman Sachs Call 4800 TDXP 20.1.../ DE000GZ6W856 /
2024-08-15 8:36:54 AM |
Chg.+0.006 |
Bid5:35:11 PM |
Ask5:35:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
+150.00% |
0.010 Bid Size: 10,000 |
0.310 Ask Size: 3,000 |
TECDAX |
4,800.00 - |
2024-12-20 |
Call |
Master data
WKN: |
GZ6W85 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,800.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-12 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
107.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.14 |
Parity: |
-15.08 |
Time value: |
0.31 |
Break-even: |
4,830.50 |
Moneyness: |
0.69 |
Premium: |
0.47 |
Premium p.a.: |
2.01 |
Spread abs.: |
0.30 |
Spread %: |
6,000.00% |
Delta: |
0.09 |
Theta: |
-0.54 |
Omega: |
9.61 |
Rho: |
0.91 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.004 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-66.67% |
YTD |
|
|
-87.50% |
1 Year |
|
|
-90.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.004 |
1M High / 1M Low: |
0.017 |
0.004 |
6M High / 6M Low: |
0.070 |
0.004 |
High (YTD): |
2024-02-14 |
0.090 |
Low (YTD): |
2024-08-14 |
0.004 |
52W High: |
2023-08-31 |
0.110 |
52W Low: |
2024-08-14 |
0.004 |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.010 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.025 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.048 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
409.33% |
Volatility 6M: |
|
450.18% |
Volatility 1Y: |
|
361.67% |
Volatility 3Y: |
|
- |