Goldman Sachs Call 44 QIA 17.09.2.../  DE000GH56UE9  /

Frankfurt Zert./GS
6/18/2021  7:26:39 PM Chg.+0.011 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.102EUR +12.09% 0.100
Bid Size: 20,000
0.150
Ask Size: 20,000
QIAGEN NV EO... 44.00 EUR 9/17/2021 Call

Master data

WKN: GH56UE
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 9/17/2021
Issue date: 4/26/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.26
Parity: -0.44
Time value: 0.15
Break-even: 45.50
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.75
Spread abs.: 0.05
Spread %: 33.33%
Delta: 0.25
Theta: -0.01
Omega: 6.59
Rho: 0.02
 

Quote data

Open: 0.097
High: 0.102
Low: 0.094
Previous Close: 0.091
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.77%
1 Month
  -28.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.105 0.091
1M High / 1M Low: 0.147 0.075
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -