Goldman Sachs Call 16 CLN 20.06.2.../  DE000GG7VUB2  /

EUWAX
11/12/2024  6:50:28 PM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.004EUR - -
Bid Size: -
-
Ask Size: -
CLARIANT N 16.00 CHF 6/20/2025 Call
 

Master data

WKN: GG7VUB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 16.00 CHF
Maturity: 6/20/2025
Issue date: 5/10/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -0.48
Time value: 0.03
Break-even: 17.33
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.78
Spread abs.: 0.02
Spread %: 250.00%
Delta: 0.17
Theta: 0.00
Omega: 7.44
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.64%
1 Month
  -78.95%
3 Months
  -80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.004
1M High / 1M Low: 0.017 0.004
6M High / 6M Low: 0.100 0.004
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.042
Avg. volume 6M:   79.365
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   400.67%
Volatility 6M:   229.00%
Volatility 1Y:   -
Volatility 3Y:   -