Goldman Sachs Call 16 CLN 21.03.2.../  DE000GG7LJ16  /

EUWAX
11/12/2024  6:38:12 PM Chg.-0.002 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.004EUR -33.33% -
Bid Size: -
-
Ask Size: -
CLARIANT N 16.00 CHF 3/21/2025 Call
 

Master data

WKN: GG7LJ1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 16.00 CHF
Maturity: 3/21/2025
Issue date: 5/6/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 94.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -0.48
Time value: 0.01
Break-even: 17.18
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 1.60
Spread abs.: 0.01
Spread %: 116.67%
Delta: 0.10
Theta: 0.00
Omega: 9.86
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -69.23%
3 Months
  -76.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.004
1M High / 1M Low: 0.012 0.004
6M High / 6M Low: 0.082 0.004
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.18%
Volatility 6M:   180.91%
Volatility 1Y:   -
Volatility 3Y:   -