Goldman Sachs Call 4000 GIVN 21.03.2025
/ DE000GG1SB54
Goldman Sachs Call 4000 GIVN 21.0.../ DE000GG1SB54 /
| 09/01/2025 09:18:00 |
Chg.- |
Bid11:36:03 |
Ask11:36:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
- |
1.26
Bid Size: 5,000 |
1.30
Ask Size: 5,000 |
GIVAUDAN N |
4,000.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
GG1SB5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-0.77 |
| Time value: |
1.27 |
| Break-even: |
4,384.53 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
3.25% |
| Delta: |
0.46 |
| Theta: |
-1.22 |
| Omega: |
15.22 |
| Rho: |
3.46 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.68% |
| 1 Month |
|
|
-26.95% |
| 3 Months |
|
|
-81.41% |
| YTD |
|
|
-29.45% |
| 1 Year |
|
|
-23.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.03 |
| 1M High / 1M Low: |
2.24 |
1.03 |
| 6M High / 6M Low: |
8.02 |
1.03 |
| High (YTD): |
02/01/2025 |
1.56 |
| Low (YTD): |
09/01/2025 |
1.03 |
| 52W High: |
01/10/2024 |
8.02 |
| 52W Low: |
23/01/2024 |
1.01 |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
211.73% |
| Volatility 6M: |
|
159.29% |
| Volatility 1Y: |
|
156.22% |
| Volatility 3Y: |
|
- |