Goldman Sachs Call 3700 TDXP 21.03.2025
/ DE000GG5L5N2
Goldman Sachs Call 3700 TDXP 21.0.../ DE000GG5L5N2 /
| 1/23/2025 8:43:37 AM |
Chg.0.000 |
Bid10:33:57 AM |
Ask10:33:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.850
Bid Size: 10,000 |
0.920
Ask Size: 3,000 |
TECDAX |
3,700.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GG5L5N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,700.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
34.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-0.36 |
| Time value: |
1.05 |
| Break-even: |
3,805.00 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.20 |
| Spread %: |
23.53% |
| Delta: |
0.49 |
| Theta: |
-1.13 |
| Omega: |
17.01 |
| Rho: |
2.62 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.55% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+93.33% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.450 |
| 1M High / 1M Low: |
0.870 |
0.240 |
| 6M High / 6M Low: |
0.870 |
0.230 |
| High (YTD): |
1/22/2025 |
0.870 |
| Low (YTD): |
1/6/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.71% |
| Volatility 6M: |
|
264.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |