Goldman Sachs Call 45 LXS 21.03.2.../  DE000GG6JUT1  /

EUWAX
11/11/2024  16:09:06 Chg.- Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.004EUR - -
Bid Size: -
-
Ask Size: -
LANXESS AG 45.00 - 21/03/2025 Call
 

Master data

WKN: GG6JUT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 21/03/2025
Issue date: 08/04/2024
Last trading day: 13/11/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 68.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.37
Parity: -2.24
Time value: 0.03
Break-even: 45.33
Moneyness: 0.50
Premium: 1.01
Premium p.a.: 6.41
Spread abs.: 0.03
Spread %: 1,000.00%
Delta: 0.09
Theta: -0.01
Omega: 5.94
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.004
Low: 0.003
Previous Close: 0.004
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -71.43%
3 Months
  -55.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.004
1M High / 1M Low: 0.019 0.004
6M High / 6M Low: 0.044 0.004
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.014
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.78%
Volatility 6M:   260.24%
Volatility 1Y:   -
Volatility 3Y:   -