Goldman Sachs Call 6000 GIVN 19.1.../  DE000GG7D1Z3  /

EUWAX
1/24/2025  9:43:33 AM Chg.-0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 6,000.00 CHF 12/19/2025 Call
 

Master data

WKN: GG7D1Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 6,000.00 CHF
Maturity: 12/19/2025
Issue date: 4/24/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 91.09
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -21.86
Time value: 0.46
Break-even: 6,394.25
Moneyness: 0.66
Premium: 0.54
Premium p.a.: 0.61
Spread abs.: 0.30
Spread %: 191.08%
Delta: 0.10
Theta: -0.32
Omega: 8.66
Rho: 3.16
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -18.75%
3 Months
  -55.17%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.150 0.120
6M High / 6M Low: 0.660 0.120
High (YTD): 1/23/2025 0.150
Low (YTD): 1/15/2025 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.37%
Volatility 6M:   127.40%
Volatility 1Y:   -
Volatility 3Y:   -