Goldman Sachs Call 3500 GIVN 20.06.2025
/ DE000GP7RDN0
Goldman Sachs Call 3500 GIVN 20.0.../ DE000GP7RDN0 /
| 2024-06-13 9:07:37 AM |
Chg.- |
Bid10:11:55 AM |
Ask10:11:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.08EUR |
- |
9.96
Bid Size: 5,000 |
10.00
Ask Size: 5,000 |
GIVAUDAN N |
3,500.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GP7RDN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.23 |
| Intrinsic value: |
8.31 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
8.31 |
| Time value: |
1.90 |
| Break-even: |
4,667.63 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.39% |
| Delta: |
0.89 |
| Theta: |
-0.54 |
| Omega: |
3.90 |
| Rho: |
30.09 |
Quote data
| Open: |
10.08 |
| High: |
10.08 |
| Low: |
10.08 |
| Previous Close: |
10.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.78% |
| 1 Month |
|
|
+31.94% |
| 3 Months |
|
|
+51.58% |
| YTD |
|
|
+170.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.35 |
9.62 |
| 1M High / 1M Low: |
10.35 |
7.64 |
| 6M High / 6M Low: |
10.35 |
2.72 |
| High (YTD): |
2024-06-10 |
10.35 |
| Low (YTD): |
2024-01-23 |
2.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.56% |
| Volatility 6M: |
|
96.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
