Goldman Sachs Call 3550 GIVN 17.01.2025
/ DE000GG1SCS3
Goldman Sachs Call 3550 GIVN 17.0.../ DE000GG1SCS3 /
| 1/8/2025 9:18:13 AM |
Chg.-0.02 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.75EUR |
-0.53% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,550.00 CHF |
1/17/2025 |
Call |
Master data
| WKN: |
GG1SCS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,550.00 CHF |
| Maturity: |
1/17/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.21 |
| Parity: |
3.55 |
| Time value: |
0.20 |
| Break-even: |
4,148.81 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
1.35% |
| Delta: |
0.89 |
| Theta: |
-3.53 |
| Omega: |
9.80 |
| Rho: |
0.81 |
Quote data
| Open: |
3.75 |
| High: |
3.75 |
| Low: |
3.75 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.04% |
| 1 Month |
|
|
-6.48% |
| 3 Months |
|
|
-61.73% |
| YTD |
|
|
-17.04% |
| 1 Year |
|
|
+58.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.72 |
3.77 |
| 1M High / 1M Low: |
5.51 |
3.75 |
| 6M High / 6M Low: |
12.29 |
3.06 |
| High (YTD): |
1/2/2025 |
4.72 |
| Low (YTD): |
1/7/2025 |
3.77 |
| 52W High: |
10/1/2024 |
12.29 |
| 52W Low: |
1/23/2024 |
1.94 |
| Avg. price 1W: |
|
4.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
157.22% |
| Volatility 6M: |
|
122.07% |
| Volatility 1Y: |
|
126.99% |
| Volatility 3Y: |
|
- |