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Goldman Sachs Call 140 CFR 20.12..../  DE000GQ6L0G5  /

EUWAX
11/12/2024  6:06:23 PM Chg.-0.023 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.030EUR -43.40% -
Bid Size: -		 -
Ask Size: -		 RICHEMONT N 140.00 CHF 12/20/2024 Call
 

Master data

WKN: GQ6L0G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 12/20/2024
Issue date: 10/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 180.85
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -2.08
Time value: 0.07
Break-even: 149.89
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 3.42
Spread abs.: 0.03
Spread %: 69.05%
Delta: 0.11
Theta: -0.04
Omega: 19.33
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -81.25%
1 Month
  -93.02%
3 Months
  -91.67%
YTD
  -95.00%
1 Year
  -90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.053
1M High / 1M Low: 0.370 0.053
6M High / 6M Low: 1.810 0.053
High (YTD): 3/14/2024 2.150
Low (YTD): 11/11/2024 0.053
52W High: 3/14/2024 2.150
52W Low: 11/11/2024 0.053
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.671
Avg. volume 6M:   0.000
Avg. price 1Y:   0.795
Avg. volume 1Y:   0.000
Volatility 1M:   421.12%
Volatility 6M:   395.73%
Volatility 1Y:   304.14%
Volatility 3Y:   -