Goldman Sachs Call 3800 GIVN 19.07.2024
/ DE000GG74N10
Goldman Sachs Call 3800 GIVN 19.0.../ DE000GG74N10 /
| 2024-05-29 9:26:45 AM |
Chg.+0.05 |
Bid3:38:09 PM |
Ask3:38:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.69EUR |
+1.08% |
4.52
Bid Size: 5,000 |
4.59
Ask Size: 5,000 |
GIVAUDAN N |
3,800.00 CHF |
2024-07-19 |
Call |
Master data
| WKN: |
GG74N1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 CHF |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.19 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
3.81 |
| Time value: |
0.91 |
| Break-even: |
4,307.98 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.20 |
| Spread %: |
4.42% |
| Delta: |
0.79 |
| Theta: |
-1.88 |
| Omega: |
7.08 |
| Rho: |
4.01 |
Quote data
| Open: |
4.69 |
| High: |
4.69 |
| Low: |
4.69 |
| Previous Close: |
4.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.32% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.84 |
4.29 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.57 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
