Goldman Sachs Call 4000 GIVN 21.0.../  DE000GG1SB54  /

EUWAX
1/9/2025  9:18:00 AM Chg.-0.02 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
1.03EUR -1.90% -
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: 38.10
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -1.39
Time value: 1.08
Break-even: 4,362.19
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 4.85%
Delta: 0.40
Theta: -1.20
Omega: 15.41
Rho: 3.03
 

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
  -33.97%
1 Month
  -29.93%
3 Months
  -82.12%
YTD
  -29.45%
1 Year
  -25.36%
3 Years     -
5 Years     -
1W High / 1W Low: 1.56 1.07
1M High / 1M Low: 2.24 1.07
6M High / 6M Low: 8.02 1.07
High (YTD): 1/2/2025 1.56
Low (YTD): 1/7/2025 1.07
52W High: 10/1/2024 8.02
52W Low: 1/23/2024 1.01
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   3.97
Avg. volume 6M:   0.00
Avg. price 1Y:   3.75
Avg. volume 1Y:   0.00
Volatility 1M:   217.39%
Volatility 6M:   159.92%
Volatility 1Y:   156.51%
Volatility 3Y:   -