Goldman Sachs Put 3800 TDXP 20.12.2024
/ DE000GZ7AE06
Goldman Sachs Put 3800 TDXP 20.12.../ DE000GZ7AE06 /
| 17/09/2024 08:15:58 |
Chg.+0.05 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
+1.05% |
-
Bid Size: - |
-
Ask Size: - |
TECDAX |
3,800.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
GZ7AE0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,800.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
19/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
5.11 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
5.11 |
| Time value: |
-0.14 |
| Break-even: |
3,303.00 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.20 |
| Spread %: |
4.19% |
| Delta: |
-0.88 |
| Theta: |
-0.05 |
| Omega: |
-5.86 |
| Rho: |
-8.78 |
Quote data
| Open: |
4.80 |
| High: |
4.80 |
| Low: |
4.80 |
| Previous Close: |
4.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
+10.34% |
| YTD |
|
|
+2.13% |
| 1 Year |
|
|
-27.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.25 |
4.75 |
| 1M High / 1M Low: |
5.42 |
3.91 |
| 6M High / 6M Low: |
5.89 |
3.43 |
| High (YTD): |
05/08/2024 |
5.89 |
| Low (YTD): |
11/06/2024 |
3.43 |
| 52W High: |
30/10/2023 |
8.94 |
| 52W Low: |
11/06/2024 |
3.43 |
| Avg. price 1W: |
|
4.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.02 |
| Avg. volume 1Y: |
|
3.54 |
| Volatility 1M: |
|
96.90% |
| Volatility 6M: |
|
98.48% |
| Volatility 1Y: |
|
81.43% |
| Volatility 3Y: |
|
- |
