Goldman Sachs Call 41 QIA 18.06.2.../  DE000GH4LCX1  /

EUWAX
4/16/2021  9:50:13 AM Chg.- Bid9:52:09 PM Ask9:52:09 PM Underlying Strike price Expiration date Option type
0.390EUR - 0.400
Bid Size: 20,000
0.470
Ask Size: 20,000
QIAGEN NV EO... 41.00 - 6/18/2021 Call

Master data

WKN: GH4LCX
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 41.00 -
Maturity: 6/18/2021
Issue date: 4/12/2021
Last trading day: 4/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.18
Historic volatility: 0.25
Parity: -0.14
Time value: 0.47
Break-even: 45.70
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 2.57
Spread abs.: 0.07
Spread %: 14.89%
Delta: 0.48
Theta: -0.05
Omega: 4.05
Rho: 0.02
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.360
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -