Goldman Sachs Call 4600 GIVN 19.0.../  DE000GG724C8  /

EUWAX
2024-06-07  11:22:47 AM Chg.-0.090 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.170EUR -34.62% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,600.00 CHF 2024-07-19 Call
 

Master data

WKN: GG724C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,600.00 CHF
Maturity: 2024-07-19
Issue date: 2024-04-29
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 114.53
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -3.29
Time value: 0.39
Break-even: 4,788.41
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.04
Spread abs.: 0.20
Spread %: 107.53%
Delta: 0.21
Theta: -1.29
Omega: 23.52
Rho: 0.98
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.67%
1 Month  
+54.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.100
1M High / 1M Low: 0.260 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   453.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -