Goldman Sachs Call 16 CLN 20.09.2024
/ DE000GQ6HZJ3
Goldman Sachs Call 16 CLN 20.09.2.../ DE000GQ6HZJ3 /
| 7/25/2024 10:56:45 AM |
Chg.-0.001 |
Bid1:18:58 PM |
Ask1:18:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-9.09% |
0.009
Bid Size: 200,000 |
0.012
Ask Size: 200,000 |
CLARIANT N |
16.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GQ6HZJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.16 |
| Time value: |
0.02 |
| Break-even: |
16.87 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.01 |
| Spread %: |
58.33% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
16.61 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.011 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.18% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.011 |
| 1M High / 1M Low: |
0.023 |
0.009 |
| 6M High / 6M Low: |
0.037 |
0.004 |
| High (YTD): |
5/27/2024 |
0.037 |
| Low (YTD): |
3/20/2024 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.013 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.65% |
| Volatility 6M: |
|
289.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
