Goldman Sachs Call 14 CLN 19.06.2.../  DE000GJ0VEX2  /

EUWAX
12/11/2024  17:14:54 Chg.- Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.046EUR - -
Bid Size: -
-
Ask Size: -
CLARIANT N 14.00 CHF 19/06/2026 Call
 

Master data

WKN: GJ0VEX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 14.00 CHF
Maturity: 19/06/2026
Issue date: 17/07/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.50
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.27
Parity: -0.31
Time value: 0.06
Break-even: 15.59
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 12.28%
Delta: 0.32
Theta: 0.00
Omega: 5.96
Rho: 0.05
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.24%
1 Month
  -58.18%
3 Months
  -54.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.046
1M High / 1M Low: 0.100 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -