Goldman Sachs Call 5000 GVDBF 20.06.2025
/ DE000GP773D2
Goldman Sachs Call 5000 GVDBF 20..../ DE000GP773D2 /
| 5/17/2024 10:29:58 AM |
Chg.+0.04 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+3.67% |
-
Bid Size: - |
-
Ask Size: - |
Givaudan SA |
5,000.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
GP773D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Givaudan SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,000.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
6/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
-8.51 |
| Time value: |
1.13 |
| Break-even: |
5,113.00 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
0.26 |
| Theta: |
-0.42 |
| Omega: |
9.44 |
| Rho: |
10.43 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.63% |
| 1 Month |
|
|
+29.89% |
| 3 Months |
|
|
+130.61% |
| YTD |
|
|
+130.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.97 |
| 1M High / 1M Low: |
1.09 |
0.81 |
| 6M High / 6M Low: |
1.34 |
0.24 |
| High (YTD): |
3/21/2024 |
1.34 |
| Low (YTD): |
1/24/2024 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.95% |
| Volatility 6M: |
|
214.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
