Goldman Sachs Call 3450 GIVN 21.03.2025
/ DE000GG1SCF0
Goldman Sachs Call 3450 GIVN 21.0.../ DE000GG1SCF0 /
| 11/6/2024 10:54:32 AM |
Chg.- |
Bid9:19:52 PM |
Ask9:19:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.89EUR |
- |
5.52
Bid Size: 2,000 |
5.56
Ask Size: 2,000 |
GIVAUDAN N |
3,450.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG1SCF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,450.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.94 |
| Intrinsic value: |
5.21 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
5.21 |
| Time value: |
0.60 |
| Break-even: |
4,249.20 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.91 |
| Theta: |
-0.54 |
| Omega: |
6.59 |
| Rho: |
11.93 |
Quote data
| Open: |
6.89 |
| High: |
6.89 |
| Low: |
6.89 |
| Previous Close: |
7.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.98% |
| 1 Month |
|
|
-36.50% |
| 3 Months |
|
|
-17.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.74 |
6.89 |
| 1M High / 1M Low: |
11.52 |
6.89 |
| 6M High / 6M Low: |
13.49 |
6.89 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.48% |
| Volatility 6M: |
|
80.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
