Goldman Sachs Call 4000 GIVN 21.03.2025
/ DE000GG1SB54
Goldman Sachs Call 4000 GIVN 21.0.../ DE000GG1SB54 /
| 1/24/2025 11:08:05 AM |
Chg.-0.540 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-42.52% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,000.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.69 |
| Time value: |
1.40 |
| Break-even: |
4,372.36 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.47 |
| Theta: |
-1.59 |
| Omega: |
13.97 |
| Rho: |
2.79 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.60% |
| 1 Month |
|
|
-51.01% |
| 3 Months |
|
|
-79.83% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
-29.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.25 |
| 1M High / 1M Low: |
1.56 |
0.85 |
| 6M High / 6M Low: |
8.02 |
0.85 |
| High (YTD): |
1/2/2025 |
1.56 |
| Low (YTD): |
1/15/2025 |
0.85 |
| 52W High: |
10/1/2024 |
8.02 |
| 52W Low: |
1/15/2025 |
0.85 |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
171.53% |
| Volatility 6M: |
|
161.47% |
| Volatility 1Y: |
|
159.54% |
| Volatility 3Y: |
|
- |