Goldman Sachs Put 4200 GIVN 21.03.2025
/ DE000GJ64KE0
Goldman Sachs Put 4200 GIVN 21.03.../ DE000GJ64KE0 /
| 1/24/2025 9:07:56 AM |
Chg.-0.11 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
-3.30% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,200.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
GJ64KE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,200.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
11/5/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
2.81 |
| Time value: |
0.72 |
| Break-even: |
4,090.98 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
6.01% |
| Delta: |
-0.68 |
| Theta: |
-1.26 |
| Omega: |
-8.07 |
| Rho: |
-4.91 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
3.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.83% |
| 1 Month |
|
|
-5.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
+4.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.33 |
3.13 |
| 1M High / 1M Low: |
4.12 |
2.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/15/2025 |
4.12 |
| Low (YTD): |
1/2/2025 |
2.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |