Goldman Sachs Call 3200 TDXP 21.02.2025
/ DE000GJ7AL92
Goldman Sachs Call 3200 TDXP 21.0.../ DE000GJ7AL92 /
1/22/2025 8:43:05 AM |
Chg.+0.56 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.75EUR |
+13.37% |
- Bid Size: - |
- Ask Size: - |
TECDAX |
3,200.00 EUR |
2/21/2025 |
Call |
Master data
WKN: |
GJ7AL9 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,200.00 EUR |
Maturity: |
2/21/2025 |
Issue date: |
11/22/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
7.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.49 |
Intrinsic value: |
4.42 |
Implied volatility: |
0.50 |
Historic volatility: |
0.14 |
Parity: |
4.42 |
Time value: |
0.55 |
Break-even: |
3,697.00 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.30 |
Spread %: |
6.42% |
Delta: |
0.84 |
Theta: |
-2.33 |
Omega: |
6.14 |
Rho: |
2.10 |
Quote data
Open: |
4.75 |
High: |
4.75 |
Low: |
4.75 |
Previous Close: |
4.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.35% |
1 Month |
|
|
+80.61% |
3 Months |
|
|
- |
YTD |
|
|
+67.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.75 |
3.74 |
1M High / 1M Low: |
4.75 |
2.63 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/22/2025 |
4.75 |
Low (YTD): |
1/6/2025 |
2.65 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |