Goldman Sachs Call 6000 GIVN 20.0.../  DE000GG7D1E8  /

EUWAX
2024-05-21  10:20:49 AM Chg.0.000 Bid5:20:19 PM Ask5:20:19 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% 0.260
Bid Size: 10,000
0.300
Ask Size: 1,000
GIVAUDAN N 6,000.00 CHF 2025-06-20 Call
 

Master data

WKN: GG7D1E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 6,000.00 CHF
Maturity: 2025-06-20
Issue date: 2024-04-24
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 126.44
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.22
Parity: -19.09
Time value: 0.33
Break-even: 6,101.95
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 13.84%
Delta: 0.08
Theta: -0.22
Omega: 10.59
Rho: 3.41
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.240
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -