Goldman Sachs Put 12 CLZNF 21.06..../  DE000GP4PWQ4  /

EUWAX
2024-05-23  10:41:40 AM Chg.0.000 Bid11:51:32 AM Ask11:51:32 AM Underlying Strike price Expiration date Option type
0.003EUR 0.00% 0.003
Bid Size: 200,000
0.010
Ask Size: 200,000
Clariant AG 12.00 - 2024-06-21 Put
 

Master data

WKN: GP4PWQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Clariant AG
Type: Warrant
Option type: Put
Strike price: 12.00 -
Maturity: 2024-06-21
Issue date: 2023-05-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -112.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.24
Parity: -0.27
Time value: 0.01
Break-even: 11.87
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 7.96
Spread abs.: 0.01
Spread %: 550.00%
Delta: -0.10
Theta: -0.01
Omega: -11.44
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -86.96%
3 Months
  -97.86%
YTD
  -96.47%
1 Year
  -96.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.003
1M High / 1M Low: 0.025 0.003
6M High / 6M Low: 0.180 0.003
High (YTD): 2024-01-17 0.180
Low (YTD): 2024-05-22 0.003
52W High: 2024-01-17 0.180
52W Low: 2024-05-22 0.003
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   0.081
Avg. volume 1Y:   0.000
Volatility 1M:   311.31%
Volatility 6M:   184.48%
Volatility 1Y:   158.18%
Volatility 3Y:   -