Goldman Sachs Call 2200 TDXP 21.06.2024
/ DE000GZ0ZG10
Goldman Sachs Call 2200 TDXP 21.0.../ DE000GZ0ZG10 /
| 2024-04-30 6:33:53 PM |
Chg.-0.430 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.850EUR |
-3.81% |
-
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: |
11.080 |
| High: |
11.080 |
| Low: |
10.850 |
| Previous Close: |
11.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-13.96% |
| YTD |
|
|
-7.82% |
| 1 Year |
|
|
-3.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
13.000 |
10.260 |
| High (YTD): |
2024-03-08 |
13.000 |
| Low (YTD): |
2024-04-22 |
10.260 |
| 52W High: |
2024-03-08 |
13.000 |
| 52W Low: |
2023-10-26 |
7.000 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
11.676 |
| Avg. volume 6M: |
|
7.317 |
| Avg. price 1Y: |
|
10.538 |
| Avg. volume 1Y: |
|
9.991 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
35.82% |
| Volatility 1Y: |
|
42.91% |
| Volatility 3Y: |
|
- |
