Goldman Sachs Call 4250 GIVN 21.03.2025
/ DE000GG522X2
Goldman Sachs Call 4250 GIVN 21.0.../ DE000GG522X2 /
| 2024-11-06 10:23:05 AM |
Chg.- |
Bid9:17:44 PM |
Ask9:17:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
- |
0.73
Bid Size: 5,000 |
0.77
Ask Size: 2,000 |
GIVAUDAN N |
4,250.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG522X |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,250.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-3.30 |
| Time value: |
0.85 |
| Break-even: |
4,603.79 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
4.94% |
| Delta: |
0.30 |
| Theta: |
-0.71 |
| Omega: |
14.88 |
| Rho: |
4.33 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.45% |
| 1 Month |
|
|
-63.92% |
| 3 Months |
|
|
-38.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.40 |
| 1M High / 1M Low: |
4.22 |
1.40 |
| 6M High / 6M Low: |
5.75 |
1.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.16% |
| Volatility 6M: |
|
139.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
