Goldman Sachs Call 4000 GIVN 18.1.../  DE000GJ8XME4  /

EUWAX
1/23/2025  9:20:10 AM Chg.-0.14 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
4.33EUR -3.13% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,000.00 CHF 12/18/2026 Call
 

Master data

WKN: GJ8XME
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,000.00 CHF
Maturity: 12/18/2026
Issue date: 1/3/2025
Last trading day: 12/17/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.93
Leverage: Yes

Calculated values

Fair value: 5.52
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.21
Parity: -0.66
Time value: 4.67
Break-even: 4,705.08
Moneyness: 0.98
Premium: 0.13
Premium p.a.: 0.07
Spread abs.: 0.33
Spread %: 7.60%
Delta: 0.61
Theta: -0.43
Omega: 5.43
Rho: 39.37
 

Quote data

Open: 4.33
High: 4.33
Low: 4.33
Previous Close: 4.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.25%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.47 4.00
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.32
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -