Goldman Sachs Call 13 CLN 19.07.2024
/ DE000GG79MR2
Goldman Sachs Call 13 CLN 19.07.2.../ DE000GG79MR2 /
2024-06-21 9:29:43 AM |
Chg.+0.010 |
Bid5:08:07 PM |
Ask5:08:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+10.00% |
0.100 Bid Size: 200,000 |
0.110 Ask Size: 200,000 |
CLARIANT N |
13.00 CHF |
2024-07-19 |
Call |
Master data
WKN: |
GG79MR |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CLARIANT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 CHF |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-03 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.40 |
Historic volatility: |
0.24 |
Parity: |
0.09 |
Time value: |
0.03 |
Break-even: |
14.80 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
21.88% |
Delta: |
0.73 |
Theta: |
-0.01 |
Omega: |
9.08 |
Rho: |
0.01 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-35.29% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.074 |
1M High / 1M Low: |
0.200 |
0.074 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |