Goldman Sachs Call 4400 GIVN 21.03.2025
/ DE000GG522Z7
Goldman Sachs Call 4400 GIVN 21.0.../ DE000GG522Z7 /
| 1/24/2025 10:54:21 AM |
Chg.-0.120 |
Bid3:42:43 PM |
Ask3:42:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-42.86% |
0.130
Bid Size: 10,000 |
0.200
Ask Size: 10,000 |
GIVAUDAN N |
4,400.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG522Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,400.00 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: |
76.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-4.93 |
| Time value: |
0.55 |
| Break-even: |
4,710.20 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.20 |
| Spread %: |
57.80% |
| Delta: |
0.20 |
| Theta: |
-1.34 |
| Omega: |
15.56 |
| Rho: |
1.22 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
-54.29% |
| 3 Months |
|
|
-88.73% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.320 |
0.170 |
| 6M High / 6M Low: |
4.600 |
0.170 |
| High (YTD): |
1/22/2025 |
0.300 |
| Low (YTD): |
1/16/2025 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.01% |
| Volatility 6M: |
|
211.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |