Goldman Sachs Call 3350 TDXP 21.06.2024
/ DE000GQ98QR2
Goldman Sachs Call 3350 TDXP 21.0.../ DE000GQ98QR2 /
| 2024-06-05 8:34:08 AM |
Chg.- |
Bid11:37:15 AM |
Ask11:37:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
1.250
Bid Size: 10,000 |
1.320
Ask Size: 3,000 |
TECDAX |
3,350.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ98QR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,350.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
27.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
0.66 |
| Time value: |
0.58 |
| Break-even: |
3,474.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.20 |
| Spread %: |
19.23% |
| Delta: |
0.64 |
| Theta: |
-2.85 |
| Omega: |
17.74 |
| Rho: |
0.85 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
-63.87% |
| YTD |
|
|
-62.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.430 |
| 1M High / 1M Low: |
1.500 |
0.430 |
| 6M High / 6M Low: |
2.340 |
0.370 |
| High (YTD): |
2024-03-08 |
2.340 |
| Low (YTD): |
2024-04-19 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.09% |
| Volatility 6M: |
|
242.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
