Goldman Sachs Call 4350 GIVN 17.0.../  DE000GG37KR4  /

EUWAX
1/9/2025  10:22:13 AM Chg.- Bid9:01:16 AM Ask9:01:16 AM Underlying Strike price Expiration date Option type
0.030EUR - 0.030
Bid Size: 10,000
-
Ask Size: -
GIVAUDAN N 4,350.00 CHF 1/17/2025 Call
 

Master data

WKN: GG37KR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,350.00 CHF
Maturity: 1/17/2025
Issue date: 2/12/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 125.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.21
Parity: -5.11
Time value: 0.33
Break-even: 4,659.23
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 1,071.43%
Delta: 0.15
Theta: -6.48
Omega: 18.88
Rho: 0.13
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -62.50%
3 Months
  -98.77%
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.030
1M High / 1M Low: 0.130 0.030
6M High / 6M Low: 4.490 0.030
High (YTD): 1/6/2025 0.040
Low (YTD): 1/9/2025 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   1.542
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.82%
Volatility 6M:   253.52%
Volatility 1Y:   -
Volatility 3Y:   -