Goldman Sachs Call 16 CLN 20.12.2.../  DE000GQ0CGE8  /

EUWAX
11/11/2024  10:23:50 Chg.- Bid08:22:02 Ask08:22:02 Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
CLARIANT N 16.00 CHF 20/12/2024 Call
 

Master data

WKN: GQ0CGE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 16.00 CHF
Maturity: 20/12/2024
Issue date: 28/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 118.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.27
Parity: -0.52
Time value: 0.01
Break-even: 17.18
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 38.38
Spread abs.: 0.01
Spread %: 900.00%
Delta: 0.08
Theta: -0.01
Omega: 9.92
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -66.67%
3 Months
  -87.50%
YTD
  -96.67%
1 Year
  -98.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: 0.063 0.001
High (YTD): 27/05/2024 0.063
Low (YTD): 11/11/2024 0.001
52W High: 15/11/2023 0.065
52W Low: 11/11/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.022
Avg. volume 6M:   0.000
Avg. price 1Y:   0.023
Avg. volume 1Y:   0.000
Volatility 1M:   460.89%
Volatility 6M:   270.10%
Volatility 1Y:   221.16%
Volatility 3Y:   -