Goldman Sachs Call 3500 GIVN 20.06.2025
/ DE000GP7RDN0
Goldman Sachs Call 3500 GIVN 20.0.../ DE000GP7RDN0 /
| 09/01/2025 10:53:21 |
Chg.-0.08 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.88EUR |
-1.61% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,500.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
GP7RDN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.03 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.21 |
| Parity: |
3.93 |
| Time value: |
0.71 |
| Break-even: |
4,186.41 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.65% |
| Delta: |
0.88 |
| Theta: |
-0.50 |
| Omega: |
7.82 |
| Rho: |
14.04 |
Quote data
| Open: |
4.88 |
| High: |
4.88 |
| Low: |
4.88 |
| Previous Close: |
4.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.54% |
| 1 Month |
|
|
-8.79% |
| 3 Months |
|
|
-54.22% |
| YTD |
|
|
-13.17% |
| 1 Year |
|
|
+46.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.58 |
4.78 |
| 1M High / 1M Low: |
6.33 |
4.78 |
| 6M High / 6M Low: |
12.92 |
4.29 |
| High (YTD): |
02/01/2025 |
5.58 |
| Low (YTD): |
07/01/2025 |
4.78 |
| 52W High: |
01/10/2024 |
12.92 |
| 52W Low: |
23/01/2024 |
2.72 |
| Avg. price 1W: |
|
5.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.99% |
| Volatility 6M: |
|
93.65% |
| Volatility 1Y: |
|
95.76% |
| Volatility 3Y: |
|
- |