Goldman Sachs Put 4200 GIVN 17.01.2025
/ DE000GJ62KZ9
Goldman Sachs Put 4200 GIVN 17.01.../ DE000GJ62KZ9 /
| 1/8/2025 9:21:41 AM |
Chg.-0.19 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
-5.78% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,200.00 CHF |
1/17/2025 |
Put |
Master data
| WKN: |
GJ62KZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,200.00 CHF |
| Maturity: |
1/17/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.21 |
| Parity: |
3.36 |
| Time value: |
0.22 |
| Break-even: |
4,106.79 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.30 |
| Spread %: |
9.15% |
| Delta: |
-0.84 |
| Theta: |
-3.90 |
| Omega: |
-9.68 |
| Rho: |
-0.94 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
3.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.57% |
| 1 Month |
|
|
-6.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
+21.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.35 |
| 1M High / 1M Low: |
3.48 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
3.29 |
| Low (YTD): |
1/3/2025 |
2.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |