Goldman Sachs Put 3700 TDXP 20.09.2024
/ DE000GG3PD53
Goldman Sachs Put 3700 TDXP 20.09.../ DE000GG3PD53 /
16/08/2024 08:24:42 |
Chg.-0.46 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
3.47EUR |
-11.70% |
- Bid Size: - |
- Ask Size: - |
TECDAX |
3,700.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
GG3PD5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,700.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-9.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.44 |
Intrinsic value: |
3.56 |
Implied volatility: |
0.30 |
Historic volatility: |
0.14 |
Parity: |
3.56 |
Time value: |
0.10 |
Break-even: |
3,334.00 |
Moneyness: |
1.11 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.20 |
Spread %: |
5.78% |
Delta: |
-0.85 |
Theta: |
-0.72 |
Omega: |
-7.77 |
Rho: |
-2.99 |
Quote data
Open: |
3.47 |
High: |
3.47 |
Low: |
3.47 |
Previous Close: |
3.93 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.89% |
1 Month |
|
|
+9.81% |
3 Months |
|
|
+29.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.25 |
3.47 |
1M High / 1M Low: |
4.90 |
3.16 |
6M High / 6M Low: |
4.96 |
2.45 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.35 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.15% |
Volatility 6M: |
|
123.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |