Goldman Sachs Call 5500 GIVN 20.12.2024
/ DE000GG5LGW2
Goldman Sachs Call 5500 GIVN 20.1.../ DE000GG5LGW2 /
| 6/7/2024 10:48:25 AM |
Chg.-0.020 |
Bid5:23:23 PM |
Ask5:23:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-10.53% |
0.190
Bid Size: 10,000 |
0.230
Ask Size: 1,000 |
GIVAUDAN N |
5,500.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
GG5LGW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,500.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
3/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
202.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-12.62 |
| Time value: |
0.22 |
| Break-even: |
5,701.04 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.04 |
| Spread %: |
22.47% |
| Delta: |
0.08 |
| Theta: |
-0.28 |
| Omega: |
15.40 |
| Rho: |
1.69 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.130 |
| 1M High / 1M Low: |
0.250 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
