Goldman Sachs Call 6000 GIVN 20.0.../  DE000GG7D1E8  /

EUWAX
2024-06-13  10:18:09 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.340EUR -2.86% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 6,000.00 CHF 2025-06-20 Call
 

Master data

WKN: GG7D1E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 6,000.00 CHF
Maturity: 2025-06-20
Issue date: 2024-04-24
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 68.65
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -17.23
Time value: 0.65
Break-even: 6,271.69
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.39
Spread abs.: 0.30
Spread %: 84.99%
Delta: 0.13
Theta: -0.36
Omega: 9.26
Rho: 5.50
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month  
+36.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.370 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -