Goldman Sachs Call 3550 GIVN 21.03.2025
/ DE000GG1SBR7
Goldman Sachs Call 3550 GIVN 21.0.../ DE000GG1SBR7 /
| 1/24/2025 11:08:05 AM |
Chg.-1.05 |
Bid3:48:13 PM |
Ask3:48:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
-22.98% |
3.66
Bid Size: 5,000 |
3.70
Ask Size: 5,000 |
GIVAUDAN N |
3,550.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG1SBR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,550.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.38 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
4.07 |
| Time value: |
0.53 |
| Break-even: |
4,216.22 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
0.88% |
| Delta: |
0.85 |
| Theta: |
-1.18 |
| Omega: |
7.69 |
| Rho: |
4.72 |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
4.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-26.36% |
| 3 Months |
|
|
-52.69% |
| YTD |
|
|
-28.02% |
| 1 Year |
|
|
+51.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.71 |
4.48 |
| 1M High / 1M Low: |
5.07 |
3.65 |
| 6M High / 6M Low: |
12.46 |
3.65 |
| High (YTD): |
1/2/2025 |
5.07 |
| Low (YTD): |
1/15/2025 |
3.65 |
| 52W High: |
10/1/2024 |
12.46 |
| 52W Low: |
1/24/2024 |
2.32 |
| Avg. price 1W: |
|
4.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.96 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.38% |
| Volatility 6M: |
|
102.06% |
| Volatility 1Y: |
|
106.80% |
| Volatility 3Y: |
|
- |