Goldman Sachs Call 16 CLN 20.09.2024
/ DE000GQ6HZJ3
Goldman Sachs Call 16 CLN 20.09.2.../ DE000GQ6HZJ3 /
| 2024-05-31 10:16:11 AM |
Chg.-0.002 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
16.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GQ6HZJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.19 |
| Time value: |
0.03 |
| Break-even: |
16.66 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
33.33% |
| Delta: |
0.26 |
| Theta: |
0.00 |
| Omega: |
11.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.58% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+500.00% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.024 |
| 1M High / 1M Low: |
0.037 |
0.015 |
| 6M High / 6M Low: |
0.037 |
0.004 |
| High (YTD): |
2024-05-27 |
0.037 |
| Low (YTD): |
2024-03-20 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.014 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.48% |
| Volatility 6M: |
|
269.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
