Goldman Sachs Call 3360 TDXP 21.06.2024
/ DE000GG6Y5C9
Goldman Sachs Call 3360 TDXP 21.0.../ DE000GG6Y5C9 /
| 6/5/2024 8:49:24 AM |
Chg.- |
Bid12:34:46 PM |
Ask12:34:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
1.170
Bid Size: 10,000 |
1.240
Ask Size: 3,000 |
TECDAX |
3,360.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
GG6Y5C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,360.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
29.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
0.56 |
| Time value: |
0.60 |
| Break-even: |
3,476.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.20 |
| Spread %: |
20.83% |
| Delta: |
0.63 |
| Theta: |
-2.82 |
| Omega: |
18.50 |
| Rho: |
0.83 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.23% |
| 1 Month |
|
|
+44.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.390 |
| 1M High / 1M Low: |
1.420 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.906 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
387.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
