Goldman Sachs Call 6000 GIVN 20.0.../  DE000GG6JRX9  /

EUWAX
22/05/2024  10:27:22 Chg.-0.010 Bid19:42:41 Ask19:42:41 Underlying Strike price Expiration date Option type
0.010EUR -50.00% 0.010
Bid Size: 10,000
-
Ask Size: -
GIVAUDAN N 6,000.00 CHF 20/09/2024 Call
 

Master data

WKN: GG6JRX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 6,000.00 CHF
Maturity: 20/09/2024
Issue date: 08/04/2024
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 134.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.22
Parity: -18.72
Time value: 0.31
Break-even: 6,099.41
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 2.09
Spread abs.: 0.30
Spread %: 2,500.00%
Delta: 0.08
Theta: -0.62
Omega: 10.46
Rho: 0.98
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.020 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   517.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -