Goldman Sachs Call 3650 GIVN 17.01.2025
/ DE000GG1SCX3
Goldman Sachs Call 3650 GIVN 17.0.../ DE000GG1SCX3 /
| 1/8/2025 9:18:13 AM |
Chg.-0.03 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
-1.10% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,650.00 CHF |
1/17/2025 |
Call |
Master data
| WKN: |
GG1SCX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,650.00 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: |
15.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
2.49 |
| Time value: |
0.23 |
| Break-even: |
4,152.12 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
2.26% |
| Delta: |
0.85 |
| Theta: |
-3.57 |
| Omega: |
12.92 |
| Rho: |
0.80 |
Quote data
| Open: |
2.70 |
| High: |
2.70 |
| Low: |
2.70 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.41% |
| 1 Month |
|
|
-10.30% |
| 3 Months |
|
|
-69.25% |
| YTD |
|
|
-22.41% |
| 1 Year |
|
|
+36.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.68 |
2.73 |
| 1M High / 1M Low: |
4.47 |
2.73 |
| 6M High / 6M Low: |
11.26 |
2.28 |
| High (YTD): |
1/2/2025 |
3.68 |
| Low (YTD): |
1/7/2025 |
2.73 |
| 52W High: |
10/1/2024 |
11.26 |
| 52W Low: |
1/23/2024 |
1.60 |
| Avg. price 1W: |
|
3.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.33 |
| Avg. volume 6M: |
|
2.22 |
| Avg. price 1Y: |
|
5.72 |
| Avg. volume 1Y: |
|
3.33 |
| Volatility 1M: |
|
200.53% |
| Volatility 6M: |
|
142.54% |
| Volatility 1Y: |
|
142.03% |
| Volatility 3Y: |
|
- |