Goldman Sachs Put 4200 GIVN 17.01.2025
/ DE000GJ62KZ9
Goldman Sachs Put 4200 GIVN 17.01.../ DE000GJ62KZ9 /
| 1/9/2025 9:21:23 AM |
Chg.+0.16 |
Bid5:02:28 PM |
Ask5:02:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.26EUR |
+5.16% |
2.81
Bid Size: 5,000 |
2.91
Ask Size: 5,000 |
GIVAUDAN N |
4,200.00 CHF |
1/17/2025 |
Put |
Master data
| WKN: |
GJ62KZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,200.00 CHF |
| Maturity: |
1/17/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.52 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.21 |
| Parity: |
3.52 |
| Time value: |
0.32 |
| Break-even: |
4,082.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.30 |
| Spread %: |
8.47% |
| Delta: |
-0.81 |
| Theta: |
-5.69 |
| Omega: |
-8.73 |
| Rho: |
-0.82 |
Quote data
| Open: |
3.26 |
| High: |
3.26 |
| Low: |
3.26 |
| Previous Close: |
3.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.83% |
| 1 Month |
|
|
+2.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
+27.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.35 |
| 1M High / 1M Low: |
3.48 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
3.29 |
| Low (YTD): |
1/3/2025 |
2.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |