Goldman Sachs Call 3950 GIVN 21.03.2025
/ DE000GG1SB21
Goldman Sachs Call 3950 GIVN 21.0.../ DE000GG1SB21 /
| 2024-05-31 9:53:22 AM |
Chg.+0.22 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.18EUR |
+4.44% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,950.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG1SB2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,950.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.51 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
2.64 |
| Time value: |
2.80 |
| Break-even: |
4,579.03 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.74% |
| Delta: |
0.72 |
| Theta: |
-0.74 |
| Omega: |
5.68 |
| Rho: |
20.45 |
Quote data
| Open: |
5.18 |
| High: |
5.18 |
| Low: |
5.18 |
| Previous Close: |
4.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.72% |
| 1 Month |
|
|
+35.96% |
| 3 Months |
|
|
+130.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.56 |
4.96 |
| 1M High / 1M Low: |
5.56 |
3.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
