Goldman Sachs Call 18 CLN 20.09.2.../  DE000GG4RZY8  /

EUWAX
7/4/2024  11:08:20 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% -
Bid Size: -
-
Ask Size: -
CLARIANT N 18.00 CHF 9/20/2024 Call
 

Master data

WKN: GG4RZY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 18.00 CHF
Maturity: 9/20/2024
Issue date: 3/6/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 107.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -0.34
Time value: 0.01
Break-even: 18.65
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.68
Spread abs.: 0.01
Spread %: 366.67%
Delta: 0.13
Theta: 0.00
Omega: 13.54
Rho: 0.00
 

Quote data

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

Performance

1 Week  
+100.00%
1 Month
  -33.33%
3 Months
  -20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.006 0.002
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   618.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -