Goldman Sachs Call 11 CLN 21.06.2024
/ DE000GG4UJ34
Goldman Sachs Call 11 CLN 21.06.2.../ DE000GG4UJ34 /
| 07/06/2024 11:19:06 |
Chg.0.000 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
11.00 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
GG4UJ3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.24 |
| Parity: |
0.30 |
| Time value: |
0.02 |
| Break-even: |
14.51 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
9.76% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
-12.12% |
| 3 Months |
|
|
+267.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.290 |
| 1M High / 1M Low: |
0.410 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
