Goldman Sachs Call 5500 GIVN 17.0.../  DE000GJ5YLS0  /

EUWAX
1/8/2025  10:27:16 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.020EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 5,500.00 CHF 1/17/2025 Call
 

Master data

WKN: GJ5YLS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 5,500.00 CHF
Maturity: 1/17/2025
Issue date: 10/25/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 79.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.64
Historic volatility: 0.21
Parity: -17.18
Time value: 0.52
Break-even: 5,898.75
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.00
Spread abs.: 0.50
Spread %: 2,500.00%
Delta: 0.11
Theta: -11.29
Omega: 8.88
Rho: 0.10
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: 0.020 0.020
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.020
Low (YTD): 1/8/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -