Goldman Sachs Call 4000 GIVN 20.06.2025
/ DE000GG12A44
Goldman Sachs Call 4000 GIVN 20.0.../ DE000GG12A44 /
| 1/9/2025 10:28:55 AM |
Chg.+0.05 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+3.23% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,000.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
GG12A4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/15/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
-1.39 |
| Time value: |
1.48 |
| Break-even: |
4,402.19 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.07% |
| Delta: |
0.45 |
| Theta: |
-0.70 |
| Omega: |
12.51 |
| Rho: |
7.56 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.60% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
-72.56% |
| YTD |
|
|
-21.57% |
| 1 Year |
|
|
+0.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.52 |
| 1M High / 1M Low: |
2.52 |
1.52 |
| 6M High / 6M Low: |
8.11 |
1.52 |
| High (YTD): |
1/2/2025 |
2.01 |
| Low (YTD): |
1/7/2025 |
1.52 |
| 52W High: |
9/26/2024 |
8.11 |
| 52W Low: |
1/23/2024 |
1.24 |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
148.56% |
| Volatility 6M: |
|
132.10% |
| Volatility 1Y: |
|
131.21% |
| Volatility 3Y: |
|
- |