Goldman Sachs Call 5000 GIVN 17.0.../  DE000GG5J8F6  /

EUWAX
2024-05-31  10:43:40 AM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.610EUR -4.69% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 5,000.00 CHF 2025-01-17 Call
 

Master data

WKN: GG5J8F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 5,000.00 CHF
Maturity: 2025-01-17
Issue date: 2024-03-21
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 59.79
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.22
Parity: -8.09
Time value: 0.72
Break-even: 5,179.54
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 5.89%
Delta: 0.20
Theta: -0.50
Omega: 11.96
Rho: 4.97
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.86%
1 Month  
+35.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.610
1M High / 1M Low: 0.700 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.565
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -