Goldman Sachs Call 4200 GIVN 17.0.../  DE000GG37KU8  /

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
0.050EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,200.00 CHF 1/17/2025 Call
 

Master data

WKN: GG37KU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,200.00 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: 120.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.21
Parity: -3.36
Time value: 0.34
Break-even: 4,499.09
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 31.50
Spread abs.: 0.30
Spread %: 697.67%
Delta: 0.19
Theta: -5.23
Omega: 22.64
Rho: 0.18
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -61.54%
3 Months
  -98.65%
YTD
  -44.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.050
1M High / 1M Low: 0.330 0.050
6M High / 6M Low: 5.790 0.050
High (YTD): 1/2/2025 0.090
Low (YTD): 1/7/2025 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   2.234
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   342.54%
Volatility 6M:   249.78%
Volatility 1Y:   -
Volatility 3Y:   -