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Goldman Sachs Call 3850 GIVN 17.0.../  DE000GG1SC20  /

EUWAX
1/8/2025  9:18:12 AM Chg.-0.050 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.840EUR -5.62% -
Bid Size: -		 -
Ask Size: -		 GIVAUDAN N 3,850.00 CHF 1/17/2025 Call
 

Master data

WKN: GG1SC2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 3,850.00 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: 46.92
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.36
Implied volatility: 0.26
Historic volatility: 0.21
Parity: 0.36
Time value: 0.52
Break-even: 4,180.73
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.66
Spread abs.: 0.06
Spread %: 7.32%
Delta: 0.60
Theta: -3.79
Omega: 28.18
Rho: 0.59
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -38.24%
3 Months
  -87.65%
YTD
  -45.45%
1 Year
  -39.13%
3 Years     -
5 Years     -
1W High / 1W Low: 1.690 0.890
1M High / 1M Low: 2.480 0.890
6M High / 6M Low: 9.220 0.890
High (YTD): 1/2/2025 1.690
Low (YTD): 1/7/2025 0.890
52W High: 10/1/2024 9.220
52W Low: 1/7/2025 0.890
Avg. price 1W:   1.293
Avg. volume 1W:   0.000
Avg. price 1M:   1.658
Avg. volume 1M:   0.000
Avg. price 6M:   4.554
Avg. volume 6M:   0.000
Avg. price 1Y:   4.213
Avg. volume 1Y:   0.000
Volatility 1M:   400.89%
Volatility 6M:   219.29%
Volatility 1Y:   191.41%
Volatility 3Y:   -