Goldman Sachs Call 5500 GIVN 21.0.../  DE000GJ2KUA5  /

EUWAX
24/01/2025  09:34:15 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.040EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 5,500.00 CHF 21/03/2025 Call
 

Master data

WKN: GJ2KUA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 5,500.00 CHF
Maturity: 21/03/2025
Issue date: 21/08/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 119.28
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.21
Parity: -16.57
Time value: 0.35
Break-even: 5,854.40
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 8.23
Spread abs.: 0.30
Spread %: 612.24%
Delta: 0.09
Theta: -1.36
Omega: 10.49
Rho: 0.51
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -55.56%
YTD  
+33.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.040
1M High / 1M Low: 0.040 0.030
6M High / 6M Low: - -
High (YTD): 23/01/2025 0.040
Low (YTD): 15/01/2025 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -