Goldman Sachs Call 4250 GIVN 21.0.../  DE000GG522X2  /

EUWAX
1/9/2025  10:52:23 AM Chg.-0.030 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.360EUR -7.69% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,250.00 CHF 3/21/2025 Call
 

Master data

WKN: GG522X
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,250.00 CHF
Maturity: 3/21/2025
Issue date: 3/12/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 78.23
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -4.05
Time value: 0.53
Break-even: 4,572.67
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.72
Spread abs.: 0.20
Spread %: 61.85%
Delta: 0.22
Theta: -0.98
Omega: 17.17
Rho: 1.66
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -38.98%
3 Months
  -90.19%
YTD
  -40.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.360
1M High / 1M Low: 1.010 0.360
6M High / 6M Low: 5.750 0.360
High (YTD): 1/2/2025 0.550
Low (YTD): 1/9/2025 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.651
Avg. volume 1M:   0.000
Avg. price 6M:   2.475
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.34%
Volatility 6M:   190.85%
Volatility 1Y:   -
Volatility 3Y:   -