Goldman Sachs Put 3700 TDXP 20.12.2024
/ DE000GG3AMP2
Goldman Sachs Put 3700 TDXP 20.12.../ DE000GG3AMP2 /
| 10/11/2024 1:15:48 PM |
Chg.+0.08 |
Bid9:55:26 PM |
Ask9:55:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
+2.49% |
3.02
Bid Size: 5,000 |
3.22
Ask Size: 5,000 |
TECDAX |
3,700.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
GG3AMP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,700.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
3.14 |
| Time value: |
0.08 |
| Break-even: |
3,378.00 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.20 |
| Spread %: |
6.62% |
| Delta: |
-0.81 |
| Theta: |
-0.33 |
| Omega: |
-8.50 |
| Rho: |
-5.78 |
Quote data
| Open: |
3.24 |
| High: |
3.29 |
| Low: |
3.24 |
| Previous Close: |
3.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.11% |
| 1 Month |
|
|
-17.54% |
| 3 Months |
|
|
+8.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.82 |
3.21 |
| 1M High / 1M Low: |
4.14 |
2.78 |
| 6M High / 6M Low: |
5.02 |
2.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.60 |
| Avg. volume 6M: |
|
7.69 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.65% |
| Volatility 6M: |
|
121.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
