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Goldman Sachs Call 20 LXS 20.12.2.../  DE000GQ6DLH6  /

EUWAX
11/15/2024  6:29:52 PM Chg.+0.060 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.370EUR +19.35% -
Bid Size: -		 -
Ask Size: -		 LANXESS AG 20.00 EUR 12/20/2024 Call
 

Master data

WKN: GQ6DLH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/20/2024
Issue date: 10/2/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.30
Implied volatility: 0.80
Historic volatility: 0.38
Parity: 0.30
Time value: 0.10
Break-even: 23.95
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.56
Spread abs.: 0.13
Spread %: 47.94%
Delta: 0.76
Theta: -0.03
Omega: 4.39
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.400
Low: 0.370
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -59.34%
3 Months
  -21.28%
YTD
  -64.42%
1 Year
  -46.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 0.960 0.280
6M High / 6M Low: 0.970 0.280
High (YTD): 1/2/2024 1.020
Low (YTD): 11/12/2024 0.280
52W High: 12/20/2023 1.080
52W Low: 11/12/2024 0.280
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.667
Avg. volume 1M:   0.000
Avg. price 6M:   0.593
Avg. volume 6M:   0.000
Avg. price 1Y:   0.677
Avg. volume 1Y:   0.000
Volatility 1M:   194.76%
Volatility 6M:   166.75%
Volatility 1Y:   142.07%
Volatility 3Y:   -