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

EUWAX
2024-06-13  8:07:03 AM Chg.+0.07 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
12.50EUR +0.56% -
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: 2.60
Leverage: Yes

Calculated values

Fair value: 12.63
Intrinsic value: 12.62
Implied volatility: 2.69
Historic volatility: 0.15
Parity: 12.62
Time value: 0.70
Break-even: 3,532.00
Moneyness: 1.57
Premium: 0.02
Premium p.a.: 1.51
Spread abs.: 0.76
Spread %: 6.05%
Delta: 0.91
Theta: -14.20
Omega: 2.36
Rho: 0.40
 

Quote data

Open: 12.50
High: 12.50
Low: 12.50
Previous Close: 12.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.73%
1 Month  
+4.08%
3 Months
  -0.87%
YTD  
+6.20%
1 Year  
+9.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.59 12.40
1M High / 1M Low: 12.65 11.51
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:   12.46
Avg. volume 1W:   0.00
Avg. price 1M:   12.24
Avg. volume 1M:   34.09
Avg. price 6M:   11.85
Avg. volume 6M:   30.98
Avg. price 1Y:   10.78
Avg. volume 1Y:   57.57
Volatility 1M:   35.30%
Volatility 6M:   39.62%
Volatility 1Y:   42.36%
Volatility 3Y:   -