Goldman Sachs Call 4500 GIVN 19.07.2024
/ DE000GG7J2R2
Goldman Sachs Call 4500 GIVN 19.0.../ DE000GG7J2R2 /
| 2024-06-07 11:21:58 AM |
Chg.-0.170 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-33.33% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,500.00 CHF |
2024-07-19 |
Call |
Master data
| WKN: |
GG7J2R |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,500.00 CHF |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
78.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
-2.26 |
| Time value: |
0.56 |
| Break-even: |
4,702.55 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.20 |
| Spread %: |
55.56% |
| Delta: |
0.28 |
| Theta: |
-1.48 |
| Omega: |
22.36 |
| Rho: |
1.34 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.90% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.190 |
| 1M High / 1M Low: |
0.510 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
