Goldman Sachs Call 2850 TDXP 21.06.2024
/ DE000GQ4UY42
Goldman Sachs Call 2850 TDXP 21.0.../ DE000GQ4UY42 /
| 2024-06-06 8:25:14 AM |
Chg.+0.44 |
Bid9:40:11 PM |
Ask9:40:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.82EUR |
+8.18% |
5.95
Bid Size: 3,000 |
6.25
Ask Size: 3,000 |
TECDAX |
2,850.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ4UY4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,850.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.70 |
| Intrinsic value: |
5.66 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.15 |
| Parity: |
5.66 |
| Time value: |
0.49 |
| Break-even: |
3,465.00 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.30 |
| Spread %: |
5.13% |
| Delta: |
0.87 |
| Theta: |
-4.64 |
| Omega: |
4.81 |
| Rho: |
0.96 |
Quote data
| Open: |
5.82 |
| High: |
5.82 |
| Low: |
5.82 |
| Previous Close: |
5.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+29.62% |
| 3 Months |
|
|
-6.73% |
| YTD |
|
|
+2.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.38 |
5.09 |
| 1M High / 1M Low: |
6.19 |
4.49 |
| 6M High / 6M Low: |
6.81 |
3.69 |
| High (YTD): |
2024-03-08 |
6.81 |
| Low (YTD): |
2024-04-19 |
3.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.70% |
| Volatility 6M: |
|
75.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
