Goldman Sachs Put 2800 TDXP 20.06.../  DE000GP79PR6  /

EUWAX
1/23/2025  8:41:54 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% -
Bid Size: -
-
Ask Size: -
TECDAX 2,800.00 - 6/20/2025 Put
 

Master data

WKN: GP79PR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Put
Strike price: 2,800.00 -
Maturity: 6/20/2025
Issue date: 6/30/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -66.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.14
Parity: -8.64
Time value: 0.55
Break-even: 2,745.20
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.74
Spread abs.: 0.30
Spread %: 120.97%
Delta: -0.11
Theta: -0.55
Omega: -7.31
Rho: -1.85
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -48.98%
3 Months
  -57.63%
YTD
  -39.02%
1 Year
  -80.16%
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.490 0.250
6M High / 6M Low: 1.060 0.250
High (YTD): 1/6/2025 0.400
Low (YTD): 1/22/2025 0.250
52W High: 4/19/2024 1.300
52W Low: 1/22/2025 0.250
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   0.755
Avg. volume 1Y:   0.000
Volatility 1M:   95.86%
Volatility 6M:   110.33%
Volatility 1Y:   93.87%
Volatility 3Y:   -