Goldman Sachs Call 4500 GIVN 21.02.2025
/ DE000GJ7A843
Goldman Sachs Call 4500 GIVN 21.0.../ DE000GJ7A843 /
| 1/9/2025 10:31:43 AM |
Chg.0.000 |
Bid4:13:11 PM |
Ask4:13:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
0.00% |
0.090
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
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: |
148.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
-6.71 |
| Time value: |
0.28 |
| Break-even: |
4,813.76 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
2.79 |
| Spread abs.: |
0.20 |
| Spread %: |
256.41% |
| Delta: |
0.12 |
| Theta: |
-1.19 |
| Omega: |
17.83 |
| Rho: |
0.55 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.080 |
| 1M High / 1M Low: |
0.220 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.110 |
| Low (YTD): |
1/8/2025 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |