Goldman Sachs Put 3200 TDXP 20.12.2024
/ DE000GZ69A76
Goldman Sachs Put 3200 TDXP 20.12.../ DE000GZ69A76 /
18/10/2024 13:16:35 |
Chg.-0.040 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-10.00% |
- Bid Size: - |
- Ask Size: - |
TECDAX |
3,200.00 - |
20/12/2024 |
Put |
Master data
WKN: |
GZ69A7 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,200.00 - |
Maturity: |
20/12/2024 |
Issue date: |
30/12/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-60.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.14 |
Parity: |
-2.35 |
Time value: |
0.57 |
Break-even: |
3,143.30 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.20 |
Spread %: |
54.50% |
Delta: |
-0.23 |
Theta: |
-0.89 |
Omega: |
-14.18 |
Rho: |
-1.46 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.360 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.84% |
1 Month |
|
|
-47.83% |
3 Months |
|
|
-65.38% |
YTD |
|
|
-79.89% |
1 Year |
|
|
-90.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.400 |
1M High / 1M Low: |
0.830 |
0.400 |
6M High / 6M Low: |
1.920 |
0.400 |
High (YTD): |
04/01/2024 |
2.110 |
Low (YTD): |
17/10/2024 |
0.400 |
52W High: |
30/10/2023 |
4.140 |
52W Low: |
17/10/2024 |
0.400 |
Avg. price 1W: |
|
0.443 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.617 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.943 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.421 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
242.87% |
Volatility 6M: |
|
180.12% |
Volatility 1Y: |
|
137.37% |
Volatility 3Y: |
|
- |