Goldman Sachs Call 5000 GIVN 21.0.../  DE000GJ78381  /

EUWAX
1/23/2025  9:03:52 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.040EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 5,000.00 CHF 2/21/2025 Call
 

Master data

WKN: GJ7838
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 5,000.00 CHF
Maturity: 2/21/2025
Issue date: 11/21/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 124.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.21
Parity: -11.26
Time value: 0.34
Break-even: 5,331.10
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 20.88
Spread abs.: 0.30
Spread %: 857.14%
Delta: 0.10
Theta: -2.29
Omega: 12.86
Rho: 0.32
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month     0.00%
3 Months     -
YTD  
+33.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.030
1M High / 1M Low: 0.050 0.030
6M High / 6M Low: - -
High (YTD): 1/16/2025 0.050
Low (YTD): 1/20/2025 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -