Goldman Sachs Call 4100 GIVN 21.03.2025
/ DE000GG522T0
Goldman Sachs Call 4100 GIVN 21.0.../ DE000GG522T0 /
| 24/01/2025 10:54:20 |
Chg.-0.390 |
Bid15:54:30 |
Ask15:54:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-45.35% |
0.450
Bid Size: 10,000 |
0.490
Ask Size: 10,000 |
GIVAUDAN N |
4,100.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
GG522T |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,100.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
12/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-1.75 |
| Time value: |
1.00 |
| Break-even: |
4,438.17 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
4.17% |
| Delta: |
0.37 |
| Theta: |
-1.50 |
| Omega: |
15.50 |
| Rho: |
2.23 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.71% |
| 1 Month |
|
|
-56.48% |
| 3 Months |
|
|
-84.12% |
| YTD |
|
|
-56.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.080 |
0.560 |
| 6M High / 6M Low: |
7.050 |
0.560 |
| High (YTD): |
02/01/2025 |
1.010 |
| Low (YTD): |
15/01/2025 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.84% |
| Volatility 6M: |
|
175.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |