Goldman Sachs Call 3800 GIVN 21.03.2025
/ DE000GG1SBD7
Goldman Sachs Call 3800 GIVN 21.0.../ DE000GG1SBD7 /
| 1/24/2025 11:08:05 AM |
Chg.-0.80 |
Bid3:40:21 PM |
Ask3:40:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-32.52% |
1.78
Bid Size: 10,000 |
1.82
Ask Size: 10,000 |
GIVAUDAN N |
3,800.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG1SBD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 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: |
16.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
1.42 |
| Time value: |
1.13 |
| Break-even: |
4,275.75 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
1.59% |
| Delta: |
0.67 |
| Theta: |
-1.54 |
| Omega: |
10.94 |
| Rho: |
3.89 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
2.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.12% |
| 1 Month |
|
|
-38.75% |
| 3 Months |
|
|
-67.95% |
| YTD |
|
|
-39.42% |
| 1 Year |
|
|
+10.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.41 |
| 1M High / 1M Low: |
2.88 |
1.80 |
| 6M High / 6M Low: |
9.95 |
1.80 |
| High (YTD): |
1/2/2025 |
2.88 |
| Low (YTD): |
1/15/2025 |
1.80 |
| 52W High: |
10/1/2024 |
9.95 |
| 52W Low: |
1/24/2024 |
1.50 |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
124.91% |
| Volatility 6M: |
|
139.94% |
| Volatility 1Y: |
|
140.90% |
| Volatility 3Y: |
|
- |