Goldman Sachs Call 5000 GIVN 19.0.../  DE000GJ4EG72  /

EUWAX
1/24/2025  9:48:15 AM Chg.-0.080 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.230EUR -25.81% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 5,000.00 CHF 9/19/2025 Call
 

Master data

WKN: GJ4EG7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 5,000.00 CHF
Maturity: 9/19/2025
Issue date: 9/26/2024
Last trading day: 9/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 65.25
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -11.27
Time value: 0.64
Break-even: 5,354.25
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.47
Spread abs.: 0.30
Spread %: 88.76%
Delta: 0.16
Theta: -0.47
Omega: 10.34
Rho: 3.88
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.13%
1 Month
  -25.81%
3 Months
  -65.15%
YTD
  -25.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.230
1M High / 1M Low: 0.340 0.230
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.340
Low (YTD): 1/24/2025 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -