Goldman Sachs Call 3800 GIVN 21.02.2025
/ DE000GJ7CTG0
Goldman Sachs Call 3800 GIVN 21.0.../ DE000GJ7CTG0 /
| 1/23/2025 10:49:58 AM |
Chg.- |
Bid9:28:45 AM |
Ask9:28:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
- |
1.88
Bid Size: 10,000 |
1.95
Ask Size: 10,000 |
GIVAUDAN N |
3,800.00 CHF |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7CTG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 CHF |
| Maturity: |
2/21/2025 |
| Issue date: |
11/25/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
1.46 |
| Time value: |
0.97 |
| Break-even: |
4,269.18 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.23 |
| Spread %: |
10.45% |
| Delta: |
0.67 |
| Theta: |
-2.63 |
| Omega: |
11.56 |
| Rho: |
2.04 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.47% |
| 1 Month |
|
|
-10.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
-15.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.38 |
2.12 |
| 1M High / 1M Low: |
2.51 |
1.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
2.47 |
| Low (YTD): |
1/14/2025 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |