Goldman Sachs Call 4150 GIVN 17.0.../  DE000GG37KF9  /

EUWAX
1/8/2025  10:22:55 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.060EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,150.00 CHF 1/17/2025 Call
 

Master data

WKN: GG37KF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,150.00 CHF
Maturity: 1/17/2025
Issue date: 2/12/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 114.69
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.21
Parity: -2.83
Time value: 0.36
Break-even: 4,447.64
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 19.39
Spread abs.: 0.30
Spread %: 500.00%
Delta: 0.21
Theta: -5.13
Omega: 23.87
Rho: 0.20
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -66.67%
3 Months
  -98.53%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.060
1M High / 1M Low: 0.460 0.060
6M High / 6M Low: 6.250 0.060
High (YTD): 1/2/2025 0.130
Low (YTD): 1/7/2025 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   2.487
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   374.91%
Volatility 6M:   249.67%
Volatility 1Y:   -
Volatility 3Y:   -