Goldman Sachs Put 14 CLN 19.06.20.../  DE000GJ3K3A1  /

EUWAX
12/11/2024  16:14:59 Chg.- Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.390EUR - -
Bid Size: -
-
Ask Size: -
CLARIANT N 14.00 CHF 19/06/2026 Put
 

Master data

WKN: GJ3K3A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Put
Strike price: 14.00 CHF
Maturity: 19/06/2026
Issue date: 10/09/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.89
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.31
Implied volatility: 0.42
Historic volatility: 0.27
Parity: 0.31
Time value: 0.10
Break-even: 10.86
Moneyness: 1.26
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 8.49%
Delta: -0.53
Theta: 0.00
Omega: -1.54
Rho: -0.17
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.81%
1 Month  
+39.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.310
1M High / 1M Low: 0.390 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -