Goldman Sachs Call 3900 GIVN 17.01.2025
/ DE000GG1SBY3
Goldman Sachs Call 3900 GIVN 17.0.../ DE000GG1SBY3 /
| 2024-05-31 9:53:24 AM |
Chg.+0.26 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.19EUR |
+5.27% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,900.00 CHF |
2025-01-17 |
Call |
Master data
| WKN: |
GG1SBY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,900.00 CHF |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.35 |
| Intrinsic value: |
3.15 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
3.15 |
| Time value: |
2.25 |
| Break-even: |
4,523.96 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.75% |
| Delta: |
0.74 |
| Theta: |
-0.81 |
| Omega: |
5.90 |
| Rho: |
16.67 |
Quote data
| Open: |
5.19 |
| High: |
5.19 |
| Low: |
5.19 |
| Previous Close: |
4.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+41.80% |
| 3 Months |
|
|
+147.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.50 |
4.93 |
| 1M High / 1M Low: |
5.50 |
3.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
