Goldman Sachs Call 4150 GIVN 21.03.2025
/ DE000GG523L5
Goldman Sachs Call 4150 GIVN 21.0.../ DE000GG523L5 /
| 1/24/2025 10:54:21 AM |
Chg.-0.320 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-45.71% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,150.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG523L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,150.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-2.28 |
| Time value: |
0.84 |
| Break-even: |
4,475.08 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.33 |
| Theta: |
-1.43 |
| Omega: |
16.24 |
| Rho: |
1.96 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.93% |
| 1 Month |
|
|
-57.30% |
| 3 Months |
|
|
-85.44% |
| YTD |
|
|
-56.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.380 |
| 1M High / 1M Low: |
0.880 |
0.380 |
| 6M High / 6M Low: |
6.600 |
0.380 |
| High (YTD): |
1/2/2025 |
0.820 |
| Low (YTD): |
1/24/2025 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.704 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.01% |
| Volatility 6M: |
|
194.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |