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Goldman Sachs Call 2200 TDXP 21.0.../  DE000GZ0ZG10  /

EUWAX
2024-06-06  8:06:06 AM Chg.+0.06 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
12.26EUR +0.49% -
Bid Size: -		 -
Ask Size: -		 TECDAX 2,200.00 - 2024-06-21 Call
 

Master data

WKN: GZ0ZG1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 2,200.00 -
Maturity: 2024-06-21
Issue date: 2022-10-04
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 2.69
Leverage: Yes

Calculated values

Fair value: 12.19
Intrinsic value: 12.16
Implied volatility: 1.77
Historic volatility: 0.15
Parity: 12.16
Time value: 0.54
Break-even: 3,470.00
Moneyness: 1.55
Premium: 0.02
Premium p.a.: 0.47
Spread abs.: 0.38
Spread %: 3.08%
Delta: 0.92
Theta: -6.19
Omega: 2.48
Rho: 0.77
 

Quote data

Open: 12.26
High: 12.26
Low: 12.26
Previous Close: 12.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month  
+12.37%
3 Months
  -2.15%
YTD  
+4.16%
1 Year  
+8.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.20 11.51
1M High / 1M Low: 12.65 10.91
6M High / 6M Low: 13.13 9.78
High (YTD): 2024-03-08 13.13
Low (YTD): 2024-04-19 9.78
52W High: 2024-03-08 13.13
52W Low: 2023-10-30 6.85
Avg. price 1W:   11.71
Avg. volume 1W:   150
Avg. price 1M:   12.03
Avg. volume 1M:   32.61
Avg. price 6M:   11.79
Avg. volume 6M:   34.93
Avg. price 1Y:   10.76
Avg. volume 1Y:   57.34
Volatility 1M:   40.65%
Volatility 6M:   39.67%
Volatility 1Y:   42.38%
Volatility 3Y:   -