Goldman Sachs Call 14 CLZNF 20.09.../  DE000GQ58P57  /

EUWAX
2024-05-31  10:38:17 AM Chg.+0.003 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.096EUR +3.23% -
Bid Size: -
-
Ask Size: -
Clariant AG 14.00 - 2024-09-20 Call
 

Master data

WKN: GQ58P5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Clariant AG
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.65
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.05
Implied volatility: 0.23
Historic volatility: 0.24
Parity: 0.05
Time value: 0.06
Break-even: 15.06
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 7.07%
Delta: 0.66
Theta: 0.00
Omega: 9.05
Rho: 0.03
 

Quote data

Open: 0.096
High: 0.096
Low: 0.096
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+39.13%
3 Months  
+772.73%
YTD  
+92.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.093
1M High / 1M Low: 0.120 0.061
6M High / 6M Low: 0.120 0.009
High (YTD): 2024-05-27 0.120
Low (YTD): 2024-03-06 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.33%
Volatility 6M:   191.10%
Volatility 1Y:   -
Volatility 3Y:   -