Goldman Sachs Call 20 CLN 19.06.2.../  DE000GJ0HPG2  /

EUWAX
11/12/2024  6:09:01 PM Chg.- Bid10:56:01 AM Ask10:56:01 AM Underlying Strike price Expiration date Option type
0.015EUR - 0.014
Bid Size: 50,000
0.024
Ask Size: 50,000
CLARIANT N 20.00 CHF 6/19/2026 Call
 

Master data

WKN: GJ0HPG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 20.00 CHF
Maturity: 6/19/2026
Issue date: 7/10/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.29
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -0.95
Time value: 0.03
Break-even: 21.63
Moneyness: 0.55
Premium: 0.83
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 55.56%
Delta: 0.13
Theta: 0.00
Omega: 5.69
Rho: 0.02
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month
  -46.43%
3 Months
  -46.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.015
1M High / 1M Low: 0.040 0.015
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -