Goldman Sachs Call 4600 GIVN 21.06.2024
/ DE000GG6DLM8
Goldman Sachs Call 4600 GIVN 21.0.../ DE000GG6DLM8 /
| 2024-05-29 9:44:13 AM |
Chg.0.000 |
Bid3:10:38 PM |
Ask3:10:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
0.00% |
0.030
Bid Size: 10,000 |
0.130
Ask Size: 10,000 |
GIVAUDAN N |
4,600.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
GG6DLM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,600.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
125.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-4.27 |
| Time value: |
0.34 |
| Break-even: |
4,677.25 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
4.18 |
| Spread abs.: |
0.30 |
| Spread %: |
810.81% |
| Delta: |
0.17 |
| Theta: |
-2.21 |
| Omega: |
21.02 |
| Rho: |
0.43 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.93% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.029 |
| 1M High / 1M Low: |
0.060 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
