Goldman Sachs Call 46 QIA 17.09.2.../  DE000GH56UC3  /

Frankfurt Zert./GS
7/30/2021  7:26:29 PM Chg.+0.018 Bid9:03:57 AM Ask9:03:57 AM Underlying Strike price Expiration date Option type
0.134EUR +15.52% 0.126
Bid Size: 20,000
0.146
Ask Size: 5,000
QIAGEN NV EO... 46.00 EUR 9/17/2021 Call

Master data

WKN: GH56UC
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 9/17/2021
Issue date: 4/26/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.32
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -0.13
Time value: 0.17
Break-even: 47.70
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.66
Spread abs.: 0.05
Spread %: 29.41%
Delta: 0.34
Theta: -0.01
Omega: 8.84
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.159
Low: 0.120
Previous Close: 0.116
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.94%
1 Month  
+57.65%
3 Months
  -3.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.134 0.108
1M High / 1M Low: 0.138 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   343.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -