Goldman Sachs Call 6000 GIVN 19.0.../  DE000GJ4EPQ0  /

EUWAX
1/24/2025  9:48:54 AM Chg.-0.010 Bid3:50:18 PM Ask3:50:18 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% 0.050
Bid Size: 10,000
0.150
Ask Size: 10,000
GIVAUDAN N 6,000.00 CHF 9/19/2025 Call
 

Master data

WKN: GJ4EPQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 6,000.00 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: 103.30
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -21.86
Time value: 0.40
Break-even: 6,388.85
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.93
Spread abs.: 0.30
Spread %: 291.26%
Delta: 0.09
Theta: -0.40
Omega: 8.95
Rho: 2.09
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -20.00%
3 Months
  -52.94%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.100 0.080
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.100
Low (YTD): 1/16/2025 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -