Goldman Sachs Call 15 CLN 21.03.2.../  DE000GG5H9Z4  /

EUWAX
2024-11-12  6:22:28 PM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.006EUR - -
Bid Size: -
-
Ask Size: -
CLARIANT N 15.00 CHF 2025-03-21 Call
 

Master data

WKN: GG5H9Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 15.00 CHF
Maturity: 2025-03-21
Issue date: 2024-03-21
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -0.37
Time value: 0.02
Break-even: 16.14
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 1.18
Spread abs.: 0.01
Spread %: 77.78%
Delta: 0.13
Theta: 0.00
Omega: 10.28
Rho: 0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -73.91%
3 Months
  -75.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.006
1M High / 1M Low: 0.020 0.006
6M High / 6M Low: 0.120 0.006
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.65%
Volatility 6M:   191.94%
Volatility 1Y:   -
Volatility 3Y:   -