Goldman Sachs Call 3580 TDXP 21.0.../  DE000GJ9LPD2  /

EUWAX
23/01/2025  08:34:45 Chg.+0.02 Bid14:13:08 Ask14:13:08 Underlying Strike price Expiration date Option type
1.30EUR +1.56% 1.24
Bid Size: 10,000
1.29
Ask Size: 3,000
TECDAX 3,580.00 EUR 21/02/2025 Call
 

Master data

WKN: GJ9LPD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 3,580.00 EUR
Maturity: 21/02/2025
Issue date: 17/01/2025
Last trading day: 20/02/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 25.27
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.84
Implied volatility: 0.23
Historic volatility: 0.14
Parity: 0.84
Time value: 0.61
Break-even: 3,725.00
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.20
Spread %: 16.00%
Delta: 0.67
Theta: -1.64
Omega: 16.82
Rho: 1.82
 

Quote data

Open: 1.30
High: 1.30
Low: 1.30
Previous Close: 1.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -