Goldman Sachs Put 3500 TDXP 21.03.2025
/ DE000GG5L4N5
Goldman Sachs Put 3500 TDXP 21.03.../ DE000GG5L4N5 /
| 2024-11-15 8:37:32 AM |
Chg.-0.15 |
Bid5:58:11 PM |
Ask5:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-7.08% |
2.08
Bid Size: 5,000 |
2.28
Ask Size: 5,000 |
TECDAX |
3,500.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
GG5L4N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,500.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-16.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
1.14 |
| Time value: |
0.92 |
| Break-even: |
3,294.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.20 |
| Spread %: |
10.75% |
| Delta: |
-0.55 |
| Theta: |
-0.47 |
| Omega: |
-9.04 |
| Rho: |
-7.14 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.07% |
| 1 Month |
|
|
+10.67% |
| 3 Months |
|
|
-23.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.72 |
| 1M High / 1M Low: |
2.46 |
1.70 |
| 6M High / 6M Low: |
3.32 |
1.70 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.37% |
| Volatility 6M: |
|
126.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
