Goldman Sachs Call 4500 GIVN 21.0.../  DE000GJ7A843  /

EUWAX
1/24/2025  10:38:09 AM Chg.-0.040 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.060EUR -40.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,500.00 CHF 2/21/2025 Call
 

Master data

WKN: GJ7A84
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,500.00 CHF
Maturity: 2/21/2025
Issue date: 11/22/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 118.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.20
Parity: -7.49
Time value: 0.34
Break-even: 4,766.02
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 10.28
Spread abs.: 0.30
Spread %: 857.14%
Delta: 0.13
Theta: -2.20
Omega: 15.14
Rho: 0.35
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -50.00%
3 Months     -
YTD
  -45.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.060
1M High / 1M Low: 0.110 0.060
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.110
Low (YTD): 1/24/2025 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -