Goldman Sachs Call 40 QIA 17.09.2.../  DE000GH56UK6  /

Frankfurt Zert./GS
6/24/2021  1:43:09 PM Chg.+0.009 Bid2:23:53 PM Ask2:23:53 PM Underlying Strike price Expiration date Option type
0.219EUR +4.29% 0.231
Bid Size: 50,000
0.241
Ask Size: 50,000
QIAGEN NV EO... 40.00 EUR 9/17/2021 Call

Master data

WKN: GH56UK
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 9/17/2021
Issue date: 4/26/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.97
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.26
Parity: -0.03
Time value: 0.27
Break-even: 42.65
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 18.87%
Delta: 0.38
Theta: -0.01
Omega: 5.65
Rho: 0.03
 

Quote data

Open: 0.215
High: 0.220
Low: 0.214
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.50%
1 Month
  -8.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.290 0.165
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   909.091
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -