Goldman Sachs Call 10 CLN 19.06.2.../  DE000GJ267R3  /

EUWAX
2024-11-12  6:57:48 PM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.200EUR - -
Bid Size: -
-
Ask Size: -
CLARIANT N 10.00 CHF 2026-06-19 Call
 

Master data

WKN: GJ267R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 10.00 CHF
Maturity: 2026-06-19
Issue date: 2024-08-16
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.04
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.12
Implied volatility: 0.24
Historic volatility: 0.27
Parity: 0.12
Time value: 0.12
Break-even: 13.03
Moneyness: 1.11
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 3.07%
Delta: 0.74
Theta: 0.00
Omega: 3.74
Rho: 0.10
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -39.39%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.330 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.245
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -