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

EUWAX
6/14/2024  9:20:33 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.340EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 6,000.00 CHF 6/20/2025 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: 6/20/2025
Issue date: 4/24/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 67.14
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -17.73
Time value: 0.67
Break-even: 6,318.06
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.40
Spread abs.: 0.30
Spread %: 81.74%
Delta: 0.13
Theta: -0.37
Omega: 9.05
Rho: 5.46
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.340
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:   -