Goldman Sachs Call 20 CLN 18.10.2.../  DE000GJ1A2U5  /

EUWAX
7/31/2024  11:58:54 AM Chg.0.000 Bid5:30:33 PM Ask5:30:33 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 50,000
-
Ask Size: -
CLARIANT N 20.00 CHF 10/18/2024 Call
 

Master data

WKN: GJ1A2U
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 20.00 CHF
Maturity: 10/18/2024
Issue date: 7/25/2024
Last trading day: 10/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 98.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.26
Parity: -0.72
Time value: 0.01
Break-even: 21.09
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 6.29
Spread abs.: 0.01
Spread %: 250.00%
Delta: 0.09
Theta: 0.00
Omega: 8.66
Rho: 0.00
 

Quote data

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

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -