Goldman Sachs Call 3000 GVDBF 20.06.2025
/ DE000GP772Y0
Goldman Sachs Call 3000 GVDBF 20..../ DE000GP772Y0 /
| 2024-05-21 10:30:52 AM |
Chg.+0.07 |
Bid4:15:19 PM |
Ask4:15:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.98EUR |
+0.54% |
12.78
Bid Size: 5,000 |
12.82
Ask Size: 5,000 |
Givaudan SA |
3,000.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
GP772Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Givaudan SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,000.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.99 |
| Intrinsic value: |
11.60 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
11.60 |
| Time value: |
1.31 |
| Break-even: |
4,291.00 |
| Moneyness: |
1.39 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.31% |
| Delta: |
0.97 |
| Theta: |
-0.36 |
| Omega: |
3.13 |
| Rho: |
29.75 |
Quote data
| Open: |
12.98 |
| High: |
12.98 |
| Low: |
12.98 |
| Previous Close: |
12.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.63% |
| 1 Month |
|
|
+21.88% |
| 3 Months |
|
|
+51.28% |
| YTD |
|
|
+87.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.91 |
11.76 |
| 1M High / 1M Low: |
12.91 |
10.79 |
| 6M High / 6M Low: |
12.91 |
5.01 |
| High (YTD): |
2024-05-20 |
12.91 |
| Low (YTD): |
2024-01-23 |
5.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.25% |
| Volatility 6M: |
|
78.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
