Goldman Sachs Call 4500 GIVN 21.0.../  DE000GJ7A843  /

EUWAX
1/24/2025  10:38:09 AM Chg.-0.040 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.060EUR -40.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,500.00 CHF 2/21/2025 Call
 

Master data

WKN: GJ7A84
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,500.00 CHF
Maturity: 2/21/2025
Issue date: 11/22/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 115.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.21
Parity: -5.98
Time value: 0.36
Break-even: 4,797.61
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 5.36
Spread abs.: 0.20
Spread %: 123.46%
Delta: 0.15
Theta: -2.10
Omega: 17.04
Rho: 0.45
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -50.00%
3 Months     -
YTD
  -45.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.110 0.070
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.110
Low (YTD): 1/16/2025 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -