Goldman Sachs Call 4200 GIVN 19.07.2024
/ DE000GG725Y9
Goldman Sachs Call 4200 GIVN 19.0.../ DE000GG725Y9 /
| 29/05/2024 11:27:20 |
Chg.-0.06 |
Bid20:53:58 |
Ask20:53:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-4.03% |
1.32
Bid Size: 3,000 |
1.52
Ask Size: 2,000 |
GIVAUDAN N |
4,200.00 CHF |
19/07/2024 |
Call |
Master data
| WKN: |
GG725Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,200.00 CHF |
| Maturity: |
19/07/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.23 |
| Time value: |
1.50 |
| Break-even: |
4,389.76 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.20 |
| Spread %: |
15.38% |
| Delta: |
0.52 |
| Theta: |
-1.68 |
| Omega: |
14.54 |
| Rho: |
2.84 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.17% |
| 1 Month |
|
|
+142.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.19 |
| 1M High / 1M Low: |
1.49 |
0.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
