Goldman Sachs Call 4100 GIVN 20.09.2024
/ DE000GG37KP8
Goldman Sachs Call 4100 GIVN 20.0.../ DE000GG37KP8 /
| 2024-07-09 10:58:52 AM |
Chg.+0.41 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.50EUR |
+13.27% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,100.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GG37KP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,100.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
1.80 |
| Time value: |
1.32 |
| Break-even: |
4,532.56 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.20 |
| Spread %: |
6.85% |
| Delta: |
0.69 |
| Theta: |
-1.44 |
| Omega: |
9.77 |
| Rho: |
5.47 |
Quote data
| Open: |
3.50 |
| High: |
3.50 |
| Low: |
3.50 |
| Previous Close: |
3.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.95% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+93.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.87 |
| 1M High / 1M Low: |
3.81 |
2.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
