Goldman Sachs Call 3500 GIVN 19.12.2025
/ DE000GG56BP7
Goldman Sachs Call 3500 GIVN 19.1.../ DE000GG56BP7 /
| 2024-06-13 10:04:27 AM |
Chg.-0.10 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.70EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,500.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
GG56BP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.43 |
| Intrinsic value: |
8.63 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
8.63 |
| Time value: |
2.16 |
| Break-even: |
4,699.39 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.37% |
| Delta: |
0.94 |
| Theta: |
-0.40 |
| Omega: |
3.90 |
| Rho: |
47.55 |
Quote data
| Open: |
10.70 |
| High: |
10.70 |
| Low: |
10.70 |
| Previous Close: |
10.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.11% |
| 1 Month |
|
|
+33.08% |
| 3 Months |
|
|
+41.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.03 |
10.18 |
| 1M High / 1M Low: |
11.03 |
8.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
